+74.3%
FCX vs TYL
+2.6%
+71.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.6% |
| 7D | -4.9% | +6.7% | -11.5% | -4.8% |
| 30D | -17.1% | +26.5% | -43.7% | -17.2% |
| 3M | -12.7% | +37.3% | -50.0% | -13.2% |
| 6M | -2.0% | +31.2% | -33.1% | -2.4% |
| YTD | +18.1% | -7.4% | +25.4% | +27.0% |
| 1Y | +55.2% | -9.6% | +64.7% | +68.0% |
| 3Y | +74.3% | +1.9% | +72.4% | +83.8% |
| All | +74.3% | +2.6% | +71.8% | +83.8% |
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