+12,561.9%
TYL vs SCCO
+33,989.4%
-21,427.5%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.6% | -3.9% |
| 7D | -3.7% | -5.3% | +1.6% | -2.6% |
| 30D | +18.7% | +2.7% | +16.1% | +17.7% |
| 3M | +18.1% | +4.2% | +13.9% | +15.5% |
| 6M | -1.1% | -0.6% | -0.5% | -3.6% |
| YTD | -19.8% | +45.0% | -64.8% | -29.4% |
| 1Y | -34.3% | +109.3% | -143.6% | -47.3% |
| 3Y | -8.2% | +180.8% | -189.0% | -33.6% |
| 5Y | -25.4% | +314.3% | -339.7% | -52.0% |
| 10Y | +115.6% | +1,083.3% | -967.7% | -0.6% |
| All | +12,561.9% | +33,989.4% | -21,427.5% | +1,472.5% |
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