+402.6%
TSN vs SCCO
+35,670.2%
-35,267.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.3% | +0.8% |
| 7D | -5.0% | +3.4% | -8.5% | -5.6% |
| 30D | -9.1% | +6.6% | -15.7% | -10.3% |
| 3M | -7.4% | +24.5% | -31.9% | -11.8% |
| 6M | -13.4% | +16.5% | -29.9% | -17.2% |
| YTD | -8.5% | +52.1% | -60.6% | -17.6% |
| 1Y | -3.2% | +114.2% | -117.4% | -18.8% |
| 3Y | +11.5% | +207.4% | -195.9% | -15.4% |
| 5Y | -19.5% | +353.7% | -373.3% | -45.0% |
| 10Y | -9.1% | +1,144.5% | -1,153.6% | -51.8% |
| All | +402.6% | +35,670.2% | -35,267.6% | +71.5% |
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 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