+485.6%
FCX vs TYL
+168.7%
+317.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +3.3% |
| 7D | -4.9% | +6.7% | -11.5% | -6.8% |
| 30D | -17.1% | +26.5% | -43.7% | -23.5% |
| 3M | -12.7% | +37.3% | -50.0% | -22.1% |
| 6M | -2.0% | +31.2% | -33.1% | -13.0% |
| YTD | +18.1% | -7.4% | +25.4% | +18.1% |
| 1Y | +55.2% | -9.6% | +64.7% | +56.6% |
| 3Y | +74.3% | +1.9% | +72.4% | +62.9% |
| 5Y | +71.9% | -21.1% | +93.0% | +74.7% |
| All | +485.6% | +168.7% | +317.0% | +273.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling