+386.3%
FCX vs TYL
+169.5%
+216.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.5% |
| 7D | -2.4% | +4.3% | -6.7% | -3.7% |
| 30D | -18.0% | +28.0% | -45.9% | -24.6% |
| 3M | -14.3% | +32.3% | -46.6% | -22.7% |
| 6M | -1.7% | +29.9% | -31.6% | -12.5% |
| YTD | +19.8% | -7.1% | +27.0% | +19.8% |
| 1Y | +48.6% | -9.2% | +57.9% | +49.8% |
| 3Y | +85.8% | +0.7% | +85.1% | +74.5% |
| 5Y | +72.2% | -21.1% | +93.3% | +75.0% |
| 10Y | +386.3% | +180.8% | +205.5% | +198.9% |
| All | +386.3% | +169.5% | +216.8% | +198.9% |
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