+701.1%
FCX vs TYL
+106.7%
+594.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -4.5% | +9.8% | +6.8% |
| 7D | +5.7% | -7.6% | +13.3% | +8.3% |
| 30D | +10.1% | +11.3% | -1.3% | +5.7% |
| 3M | +20.2% | +14.5% | +5.7% | +12.8% |
| 6M | +29.7% | -7.1% | +36.8% | +30.2% |
| YTD | +51.9% | -23.4% | +75.3% | +62.6% |
| 1Y | +66.0% | -38.6% | +104.5% | +95.1% |
| 3Y | +102.7% | -11.3% | +114.1% | +97.6% |
| 5Y | +138.9% | -28.0% | +166.8% | +148.3% |
| 10Y | +701.1% | +104.9% | +596.2% | +490.3% |
| All | +701.1% | +106.7% | +594.4% | +490.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TYL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling