-52.1%
TSLL vs SCCO
+360.1%
-412.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.2% | +5.7% | +6.9% |
| 7D | -14.3% | -0.9% | -13.4% | -12.7% |
| 30D | -6.2% | -15.0% | +8.9% | +7.0% |
| 3M | +21.2% | -9.1% | +30.3% | +31.0% |
| 6M | -36.6% | -0.9% | -35.7% | -34.5% |
| YTD | -47.8% | +29.7% | -77.4% | -59.0% |
| 1Y | -45.2% | +38.2% | -83.4% | -59.2% |
| 3Y | -3.3% | +191.5% | -194.7% | -54.7% |
| All | -52.1% | +360.1% | -412.2% | -81.4% |
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