-49.7%
TSLQ vs SCCO
+105.9%
-155.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.4% | +11.7% |
| 7D | -5.8% | -5.3% | -0.5% | -9.2% |
| 30D | -22.1% | +0.9% | -23.0% | -20.8% |
| 3M | +10.1% | +2.4% | +7.6% | +18.5% |
| 6M | -6.8% | -2.4% | -4.4% | +3.2% |
| YTD | +8.5% | +42.4% | -33.9% | +69.3% |
| 1Y | -49.7% | +105.6% | -155.4% | +18.4% |
| All | -49.7% | +105.9% | -155.7% | +18.4% |
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 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