+1,757.1%
TSM vs FCX
+689.9%
+1,067.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.6% | +4.9% | +0.4% |
| 7D | +2.6% | -1.9% | +4.5% | +3.2% |
| 30D | +1.4% | +3.4% | -2.0% | +0.1% |
| 3M | +5.0% | +15.0% | -10.0% | +0.1% |
| 6M | +24.0% | +14.6% | +9.3% | +17.7% |
| YTD | +41.6% | +41.2% | +0.4% | +25.8% |
| 1Y | +66.2% | +60.4% | +5.8% | +41.0% |
| 3Y | +398.2% | +88.4% | +309.8% | +293.4% |
| 5Y | +277.6% | +115.0% | +162.6% | +177.0% |
| All | +1,757.1% | +689.9% | +1,067.3% | +799.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FCX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling