+85.3%
FCX vs TYL
-8.1%
+93.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.3% | +0.5% |
| 7D | -4.9% | -3.7% | -1.2% | -4.7% |
| 30D | +4.8% | +18.7% | -13.9% | +3.5% |
| 3M | +4.6% | +18.1% | -13.5% | +3.1% |
| 6M | +10.8% | -1.1% | +11.9% | +12.6% |
| YTD | +44.2% | -19.8% | +64.0% | +55.1% |
| 1Y | +59.6% | -34.3% | +93.9% | +84.5% |
| All | +85.3% | -8.1% | +93.5% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling