+9,083.3%
SCCO vs TCOM
+2,569.4%
+6,513.9%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.6% | +1.3% |
| 7D | +2.4% | -10.2% | +12.6% | +5.7% |
| 30D | +6.4% | -16.8% | +23.2% | +12.4% |
| 3M | +21.6% | -16.7% | +38.3% | +27.3% |
| 6M | +13.4% | -27.1% | +40.5% | +23.8% |
| YTD | +52.6% | -45.5% | +98.1% | +79.8% |
| 1Y | +122.4% | -45.9% | +168.2% | +162.3% |
| 3Y | +208.5% | +9.8% | +198.7% | +182.4% |
| 5Y | +353.9% | +23.8% | +330.1% | +268.7% |
| 10Y | +1,187.3% | -10.8% | +1,198.0% | +962.8% |
| All | +9,083.3% | +2,569.4% | +6,513.9% | +2,311.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling