+131.2%
TLT vs SCCO
+27,204.7%
-27,073.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.1% |
| 7D | -0.4% | -5.3% | +4.8% | -0.8% |
| 30D | -0.6% | +2.7% | -3.2% | -0.3% |
| 3M | -2.7% | +4.2% | -6.9% | -2.2% |
| 6M | -5.6% | -0.6% | -5.0% | -5.3% |
| YTD | -2.8% | +45.0% | -47.8% | +0.6% |
| 1Y | -1.4% | +109.3% | -110.7% | +5.0% |
| 3Y | -1.6% | +180.8% | -182.4% | +8.2% |
| 5Y | -33.8% | +314.3% | -348.1% | -23.9% |
| 10Y | -21.1% | +1,083.3% | -1,104.5% | +2.7% |
| All | +131.2% | +27,204.7% | -27,073.5% | +304.8% |
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 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