-48.9%
TSLL vs SCCO
+351.2%
-400.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.3% | +4.5% | +4.8% |
| 7D | +0.5% | -2.4% | +2.9% | +3.6% |
| 30D | +2.7% | -16.5% | +19.1% | +18.5% |
| 3M | +26.3% | -10.4% | +36.6% | +37.9% |
| 6M | -37.2% | -2.8% | -34.4% | -34.2% |
| YTD | -44.2% | +27.2% | -71.4% | -55.6% |
| 1Y | -44.0% | +33.6% | -77.6% | -57.2% |
| 3Y | 0.0% | +182.4% | -182.4% | -52.2% |
| All | -48.9% | +351.2% | -400.1% | -79.9% |
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