-20.8%
TLT vs SCCO
+1,108.1%
-1,128.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.2% | +6.1% | -1.4% |
| 7D | -1.6% | -2.7% | +1.1% | -1.7% |
| 30D | -1.3% | -0.2% | -1.2% | -1.3% |
| 3M | -3.7% | +17.8% | -21.5% | -3.0% |
| 6M | -6.4% | +2.3% | -8.6% | -6.1% |
| YTD | -4.5% | +41.6% | -46.1% | -2.4% |
| 1Y | -5.9% | +101.9% | -107.7% | -1.9% |
| 3Y | -2.8% | +186.2% | -189.0% | +4.3% |
| 5Y | -35.1% | +309.7% | -344.7% | -27.1% |
| All | -20.8% | +1,108.1% | -1,128.9% | +2.7% |
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 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