+55.4%
FCX vs TYL
-23.0%
+78.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | -14.7% | +21.1% | -35.8% | -18.6% |
| 3M | -11.2% | +28.9% | -40.1% | -16.9% |
| 6M | -11.4% | +42.0% | -53.4% | -20.6% |
| YTD | +17.7% | -6.6% | +24.3% | +20.7% |
| 1Y | +47.5% | -9.1% | +56.6% | +52.7% |
| 3Y | +83.9% | +1.8% | +82.0% | +76.4% |
| All | +55.4% | -23.0% | +78.4% | +60.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling