-5.3%
TSN vs SCCO
+105.9%
-111.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -6.3% | -5.3% | -1.1% | -6.3% |
| 30D | -10.8% | +0.9% | -11.7% | -10.8% |
| 3M | -8.8% | +2.4% | -11.2% | -8.6% |
| 6M | -16.8% | -2.4% | -14.5% | -16.8% |
| YTD | -10.0% | +42.4% | -52.4% | -10.5% |
| 1Y | -5.3% | +105.6% | -110.9% | -6.6% |
| All | -5.3% | +105.9% | -111.2% | -6.6% |
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