+45.0%
SCCO vs TKO
+5.6%
+39.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.4% | +1.3% |
| 7D | -7.9% | +11.3% | -19.2% | -9.7% |
| 30D | -13.0% | +9.3% | -22.3% | -14.5% |
| 3M | -6.9% | +5.3% | -12.2% | -8.2% |
| 6M | +11.0% | +4.9% | +6.1% | +6.8% |
| YTD | +30.3% | -6.3% | +36.6% | +31.3% |
| 1Y | +45.0% | +4.9% | +40.1% | +39.4% |
| All | +45.0% | +5.6% | +39.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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