-17.8%
TSN vs SCCO
+313.8%
-331.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.2% | +8.6% | +1.9% |
| 7D | +1.4% | -2.7% | +4.1% | +1.5% |
| 30D | -6.2% | -0.2% | -6.0% | -6.2% |
| 3M | -5.7% | +17.8% | -23.4% | -7.2% |
| 6M | -11.4% | +2.3% | -13.6% | -12.1% |
| YTD | -8.2% | +41.6% | -49.8% | -12.4% |
| 1Y | -2.0% | +101.9% | -103.9% | -10.4% |
| 3Y | +11.9% | +186.2% | -174.3% | -5.0% |
| 5Y | -17.8% | +309.7% | -327.4% | -35.4% |
| All | -17.8% | +313.8% | -331.5% | -35.4% |
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