-6.8%
TSN vs SCCO
+1,104.1%
-1,110.9%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +3.0% | -2.7% | +5.7% | +3.3% |
| 30D | -4.2% | -0.7% | -3.5% | -4.3% |
| 3M | -3.9% | +8.1% | -12.0% | -5.4% |
| 6M | -9.8% | +4.1% | -13.9% | -11.5% |
| YTD | -7.3% | +41.1% | -48.4% | -13.9% |
| 1Y | -2.2% | +95.6% | -97.8% | -14.3% |
| 3Y | +11.9% | +179.3% | -167.4% | -10.8% |
| 5Y | -16.9% | +308.3% | -325.2% | -40.4% |
| All | -6.8% | +1,104.1% | -1,110.9% | -45.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling