+1,015.5%
FCX vs TYL
+11,549.0%
-10,533.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.3% | +0.8% |
| 7D | -4.9% | -3.7% | -1.2% | -4.4% |
| 30D | +4.8% | +18.7% | -13.9% | +2.4% |
| 3M | +4.6% | +18.1% | -13.5% | +1.8% |
| 6M | +10.8% | -1.1% | +11.9% | +9.9% |
| YTD | +44.2% | -19.8% | +64.0% | +46.4% |
| 1Y | +59.6% | -34.3% | +93.9% | +66.2% |
| 3Y | +82.2% | -8.2% | +90.5% | +81.1% |
| 5Y | +115.6% | -25.4% | +141.0% | +119.0% |
| 10Y | +670.6% | +115.6% | +555.0% | +591.3% |
| All | +1,015.5% | +11,549.0% | -10,533.5% | +667.0% |
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