-21.0%
TSLQ vs SCCO
+43.0%
-64.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.9% | +4.5% | +7.7% |
| 7D | +9.8% | -7.9% | +17.7% | +4.4% |
| 30D | -6.0% | -13.0% | +7.0% | -13.1% |
| 3M | -35.0% | -6.9% | -28.1% | -36.0% |
| 6M | -24.9% | +11.0% | -35.9% | -16.3% |
| YTD | -12.7% | +30.3% | -42.9% | +19.5% |
| 1Y | -21.0% | +45.0% | -66.0% | +34.2% |
| All | -21.0% | +43.0% | -64.0% | +34.2% |
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