+570.0%
TLN vs SCCO
+217.0%
+352.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.2% | +4.7% | 0.0% |
| 7D | +2.0% | -2.7% | +4.7% | +2.9% |
| 30D | -12.9% | -0.2% | -12.8% | -13.2% |
| 3M | -7.4% | +17.8% | -25.2% | -13.2% |
| 6M | -6.0% | +2.3% | -8.3% | -8.3% |
| YTD | -16.9% | +41.6% | -58.5% | -28.5% |
| 1Y | -22.6% | +101.9% | -124.5% | -41.2% |
| 3Y | +469.0% | +186.2% | +282.9% | +298.8% |
| All | +570.0% | +217.0% | +352.9% | +378.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling