-16.7%
TLN vs SCCO
+105.9%
-122.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +3.9% |
| 7D | +7.1% | -5.3% | +12.3% | +9.2% |
| 30D | -3.9% | +0.9% | -4.8% | -4.6% |
| 3M | -16.2% | +2.4% | -18.6% | -17.8% |
| 6M | -5.8% | -2.4% | -3.5% | -7.6% |
| YTD | -15.4% | +42.4% | -57.9% | -30.7% |
| 1Y | -16.7% | +105.6% | -122.3% | -36.0% |
| All | -16.7% | +105.9% | -122.6% | -36.0% |
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