+12,629.9%
TSM vs FCX
+642.3%
+11,987.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.3% | +2.8% |
| 7D | -2.1% | -2.4% | +0.3% | -1.3% |
| 30D | -12.5% | -18.0% | +5.4% | -7.9% |
| 3M | -5.0% | -14.3% | +9.3% | -1.3% |
| 6M | -3.2% | -1.7% | -1.5% | -3.0% |
| YTD | +31.5% | +19.8% | +11.6% | +24.8% |
| 1Y | +35.7% | +48.6% | -13.0% | +22.0% |
| 3Y | +323.5% | +85.8% | +237.7% | +252.8% |
| 5Y | +263.4% | +72.2% | +191.1% | +199.9% |
| 10Y | +1,598.5% | +386.3% | +1,212.2% | +887.8% |
| All | +12,629.9% | +642.3% | +11,987.7% | +10,679.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling