-97.2%
TSLQ vs SCCO
+461.3%
-558.5%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.4% |
| 7D | -8.0% | +2.4% | -10.4% | -6.4% |
| 30D | -23.8% | +6.4% | -30.2% | -19.6% |
| 3M | -7.0% | +21.6% | -28.6% | +11.1% |
| 6M | -17.1% | +13.4% | -30.5% | -0.7% |
| YTD | +0.1% | +52.6% | -52.6% | +48.8% |
| 1Y | -51.2% | +122.4% | -173.6% | -1.9% |
| 3Y | -95.9% | +208.5% | -304.4% | -88.5% |
| All | -97.2% | +461.3% | -558.5% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling