+14,528.2%
TYL vs SCCO
+28,875.4%
-14,347.2%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | +6.7% | -4.8% | +11.5% | +7.7% |
| 30D | +26.5% | -15.8% | +42.3% | +30.6% |
| 3M | +37.3% | -10.9% | +48.2% | +39.2% |
| 6M | +31.2% | -5.1% | +36.3% | +29.1% |
| YTD | -7.4% | +23.2% | -30.6% | -16.2% |
| 1Y | -9.6% | +30.7% | -40.3% | -19.5% |
| 3Y | +1.9% | +164.1% | -162.2% | -26.1% |
| 5Y | -21.1% | +271.3% | -292.4% | -48.4% |
| 10Y | +171.8% | +860.5% | -688.7% | +30.5% |
| All | +14,528.2% | +28,875.4% | -14,347.2% | +1,765.9% |
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 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