+581.7%
TLN vs SCCO
+224.6%
+357.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.1% | +3.9% |
| 7D | +7.1% | -5.3% | +12.3% | +9.1% |
| 30D | -3.9% | +2.7% | -6.6% | -5.1% |
| 3M | -16.2% | +4.2% | -20.4% | -18.0% |
| 6M | -5.8% | -0.6% | -5.2% | -7.3% |
| YTD | -15.4% | +45.0% | -60.4% | -27.8% |
| 1Y | -16.7% | +109.3% | -126.0% | -37.4% |
| 3Y | +473.8% | +180.8% | +293.0% | +300.9% |
| All | +581.7% | +224.6% | +357.1% | +383.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling