-97.2%
TSLQ vs SCCO
+419.0%
-516.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.2% |
| 7D | -6.6% | -2.7% | -3.9% | -7.8% |
| 30D | -24.3% | -0.7% | -23.6% | -23.7% |
| 3M | -3.6% | +8.1% | -11.7% | +5.9% |
| 6M | -12.0% | +4.1% | -16.1% | -0.1% |
| YTD | +1.4% | +41.1% | -39.8% | +43.4% |
| 1Y | -43.6% | +95.6% | -139.1% | +4.1% |
| 3Y | -95.4% | +179.3% | -274.7% | -87.7% |
| All | -97.2% | +419.0% | -516.2% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling