-95.4%
TSLQ vs SCCO
+177.0%
-272.4%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.3% |
| 7D | -6.6% | -2.7% | -3.9% | -8.0% |
| 30D | -24.3% | -0.7% | -23.6% | -23.6% |
| 3M | -3.6% | +8.1% | -11.7% | +7.5% |
| 6M | -12.0% | +4.1% | -16.1% | +1.5% |
| YTD | +1.4% | +41.1% | -39.8% | +55.3% |
| 1Y | -43.6% | +95.6% | -139.1% | +23.0% |
| 3Y | -95.4% | +179.3% | -274.7% | -83.3% |
| All | -95.4% | +177.0% | -272.4% | -83.3% |
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