+45.0%
SCCO vs TDY
+22.9%
+22.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.7% | +6.3% |
| 7D | -7.9% | -5.0% | -2.9% | -3.6% |
| 30D | -13.0% | +2.0% | -15.0% | -14.9% |
| 3M | -6.9% | -7.7% | +0.8% | +0.2% |
| 6M | +11.0% | -0.9% | +11.8% | +11.1% |
| YTD | +30.3% | +23.7% | +6.5% | +15.5% |
| 1Y | +45.0% | +23.6% | +21.4% | +28.9% |
| All | +45.0% | +22.9% | +22.1% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling