+708.6%
TLN vs SCCO
+170.6%
+538.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.9% |
| 7D | +11.0% | -1.9% | +12.9% | +11.9% |
| 30D | +4.9% | -17.4% | +22.3% | +12.2% |
| 3M | +4.9% | -11.7% | +16.6% | +9.1% |
| 6M | +7.1% | -12.1% | +19.2% | +11.0% |
| YTD | +0.3% | +20.9% | -20.6% | -8.9% |
| 1Y | +5.9% | +31.3% | -25.4% | -6.7% |
| 3Y | +578.5% | +170.3% | +408.2% | +397.8% |
| All | +708.6% | +170.6% | +538.0% | +510.4% |
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