-6.4%
TSLL vs SCCO
+169.0%
-175.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.3% | -1.6% |
| 7D | +17.8% | -1.9% | +19.7% | +19.9% |
| 30D | +8.2% | -17.4% | +25.7% | +28.1% |
| 3M | +20.9% | -11.7% | +32.5% | +35.1% |
| 6M | -37.5% | -12.1% | -25.4% | -28.8% |
| YTD | -44.5% | +20.9% | -65.4% | -57.0% |
| 1Y | -33.0% | +31.3% | -64.3% | -52.5% |
| 3Y | -6.4% | +170.3% | -176.7% | -61.6% |
| All | -6.4% | +169.0% | -175.4% | -61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling