+2.3%
SCCO vs TKO
-7.4%
+9.6%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.5% | -7.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -0.2% | -2.6% | +2.4% | -0.1% |
| 3M | +17.8% | -7.8% | +25.5% | +18.9% |
| 6M | +2.3% | -7.0% | +9.3% | +5.3% |
| All | +2.3% | -7.4% | +9.6% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling