-17.3%
TLN vs SCCO
+43.0%
-60.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +1.9% | -10.5% | -9.2% |
| 7D | -6.0% | -7.9% | +1.9% | -3.3% |
| 30D | -1.5% | -13.0% | +11.5% | +3.5% |
| 3M | -3.9% | -6.9% | +3.0% | -2.0% |
| 6M | -15.0% | +11.0% | -26.0% | -18.6% |
| YTD | -12.8% | +30.3% | -43.1% | -26.5% |
| 1Y | -17.3% | +45.0% | -62.3% | -34.6% |
| All | -17.3% | +43.0% | -60.3% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling