-20.7%
TLT vs SCCO
+1,104.1%
-1,124.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.6% | -2.7% | +1.0% | -1.7% |
| 30D | -1.1% | -0.7% | -0.4% | -1.1% |
| 3M | -4.9% | +8.1% | -12.9% | -4.5% |
| 6M | -5.0% | +4.1% | -9.1% | -4.7% |
| YTD | -4.4% | +41.1% | -45.5% | -2.3% |
| 1Y | -6.4% | +95.6% | -101.9% | -2.7% |
| 3Y | -2.0% | +179.3% | -181.2% | +5.0% |
| 5Y | -35.0% | +308.3% | -343.3% | -27.1% |
| All | -20.7% | +1,104.1% | -1,124.8% | +2.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling