+813.3%
FCX vs TYL
+13,357.9%
-12,544.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.9% |
| 7D | -4.9% | +6.7% | -11.5% | -5.7% |
| 30D | -17.1% | +26.5% | -43.7% | -19.8% |
| 3M | -12.7% | +37.3% | -50.0% | -16.6% |
| 6M | -2.0% | +31.2% | -33.1% | -6.5% |
| YTD | +18.1% | -7.4% | +25.4% | +17.2% |
| 1Y | +55.2% | -9.6% | +64.7% | +54.5% |
| 3Y | +74.3% | +1.9% | +72.4% | +70.3% |
| 5Y | +71.9% | -21.1% | +93.0% | +72.6% |
| 10Y | +498.4% | +171.8% | +326.6% | +420.2% |
| All | +813.3% | +13,357.9% | -12,544.6% | +514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling