+587.5%
TLN vs SCCO
+241.7%
+345.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +5.8% | +2.4% | +3.4% | +4.9% |
| 30D | -6.9% | +6.4% | -13.3% | -9.2% |
| 3M | -10.9% | +21.6% | -32.5% | -17.3% |
| 6M | -4.6% | +13.4% | -18.0% | -10.1% |
| YTD | -14.7% | +52.6% | -67.3% | -28.5% |
| 1Y | -17.9% | +122.4% | -140.3% | -39.6% |
| 3Y | +483.9% | +208.5% | +275.4% | +298.8% |
| All | +587.5% | +241.7% | +345.7% | +378.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling