-11.3%
TYL vs SCCO
+210.1%
-221.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +4.9% | -9.4% | -4.4% |
| 7D | -7.6% | +3.4% | -11.0% | -7.5% |
| 30D | +11.3% | +6.6% | +4.7% | +11.4% |
| 3M | +14.5% | +24.5% | -10.0% | +14.7% |
| 6M | -7.1% | +16.5% | -23.6% | -7.0% |
| YTD | -23.4% | +52.1% | -75.5% | -26.2% |
| 1Y | -38.6% | +114.2% | -152.7% | -43.8% |
| 3Y | -11.3% | +207.4% | -218.7% | -27.9% |
| All | -11.3% | +210.1% | -221.4% | -27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling