+1.2%
TYL vs SCCO
+187.0%
-185.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.8% | -0.3% |
| 7D | +3.5% | -0.9% | +4.4% | +3.5% |
| 30D | +26.9% | -15.0% | +41.9% | +26.1% |
| 3M | +33.8% | -9.1% | +43.0% | +33.4% |
| 6M | +28.8% | -0.9% | +29.7% | +28.8% |
| YTD | -7.9% | +29.7% | -37.5% | -10.9% |
| 1Y | -9.8% | +38.2% | -47.9% | -13.4% |
| 3Y | +1.2% | +191.5% | -190.3% | -13.8% |
| All | +1.2% | +187.0% | -185.9% | -13.8% |
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 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