+13,634.3%
TSM vs FCX
+793.2%
+12,841.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | +2.7% | -4.9% | +7.6% | +4.0% |
| 30D | +3.6% | +4.8% | -1.2% | +2.2% |
| 3M | -3.4% | +4.6% | -8.0% | -4.6% |
| 6M | +20.6% | +10.8% | +9.8% | +16.8% |
| YTD | +41.9% | +44.2% | -2.4% | +28.3% |
| 1Y | +84.4% | +59.6% | +24.8% | +61.6% |
| 3Y | +380.2% | +82.2% | +298.0% | +300.3% |
| 5Y | +275.3% | +115.6% | +159.7% | +191.2% |
| 10Y | +1,751.4% | +670.6% | +1,080.8% | +857.4% |
| All | +13,634.3% | +793.2% | +12,841.1% | +10,984.7% |
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 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