-1.1%
TYL vs SCCO
-2.1%
+0.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -4.1% |
| 7D | -3.7% | -5.3% | +1.6% | -4.8% |
| 30D | +18.7% | +2.7% | +16.1% | +19.7% |
| 3M | +18.1% | +4.2% | +13.9% | +20.8% |
| 6M | -1.1% | -0.6% | -0.5% | +1.7% |
| All | -1.1% | -2.1% | +0.9% | +1.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling