+1,063.5%
SCCO vs TCOM
-9.8%
+1,073.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | -2.7% | -4.9% | +2.2% | -1.3% |
| 30D | -0.7% | -14.4% | +13.7% | +3.6% |
| 3M | +8.1% | -17.7% | +25.8% | +13.2% |
| 6M | +4.1% | -25.1% | +29.2% | +12.1% |
| YTD | +41.1% | -45.7% | +86.9% | +64.5% |
| 1Y | +95.6% | -47.9% | +143.4% | +130.4% |
| 3Y | +179.3% | +8.9% | +170.3% | +158.4% |
| 5Y | +308.3% | +26.9% | +281.4% | +241.0% |
| All | +1,063.5% | -9.8% | +1,073.3% | +886.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling