+187.5%
TYL vs SCCO
+701.7%
-514.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | -0.2% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | +22.1% | -18.1% | +40.2% | +24.4% |
| 3M | +33.4% | -12.8% | +46.2% | +34.5% |
| 6M | +36.8% | -8.5% | +45.3% | +36.2% |
| YTD | -6.7% | +23.9% | -30.6% | -13.2% |
| 1Y | -9.2% | +30.0% | -39.2% | -16.4% |
| 3Y | +1.2% | +175.2% | -174.0% | -21.7% |
| 5Y | -23.0% | +249.4% | -272.4% | -43.9% |
| All | +187.5% | +701.7% | -514.2% | +82.8% |
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