-20.8%
TSLL vs SCCO
+114.2%
-135.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +4.9% | +2.9% | +4.5% |
| 7D | +5.8% | +3.4% | +2.3% | +3.3% |
| 30D | +21.7% | +6.6% | +15.1% | +16.3% |
| 3M | -28.2% | +24.5% | -52.7% | -36.6% |
| 6M | -29.5% | +16.5% | -45.9% | -35.8% |
| YTD | -47.5% | +52.1% | -99.7% | -65.2% |
| 1Y | -20.8% | +114.2% | -135.0% | -60.5% |
| All | -20.8% | +114.2% | -135.0% | -60.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling