-23.4%
TSLL vs SCCO
+109.6%
-133.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.6% |
| 7D | +1.9% | -5.3% | +7.2% | +5.7% |
| 30D | +17.8% | +2.7% | +15.1% | +15.4% |
| 3M | -37.0% | +4.2% | -41.2% | -37.8% |
| 6M | -37.7% | -0.6% | -37.0% | -38.3% |
| YTD | -51.4% | +45.0% | -96.3% | -66.9% |
| 1Y | -23.4% | +109.3% | -132.7% | -62.5% |
| All | -23.4% | +109.6% | -133.0% | -62.5% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling