+1,063.5%
SCCO vs TDY
+479.2%
+584.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.6% | -1.0% |
| 7D | -2.7% | -1.1% | -1.5% | -2.1% |
| 30D | -0.7% | -12.0% | +11.3% | +6.4% |
| 3M | +8.1% | -3.2% | +11.3% | +9.9% |
| 6M | +4.1% | -7.9% | +12.0% | +9.4% |
| YTD | +41.1% | +18.2% | +22.9% | +30.3% |
| 1Y | +95.6% | +6.7% | +88.9% | +90.1% |
| 3Y | +179.3% | +47.5% | +131.7% | +126.1% |
| 5Y | +308.3% | +39.5% | +268.8% | +234.6% |
| All | +1,063.5% | +479.2% | +584.3% | +306.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling