+25,705.1%
SCCO vs TKO
+1,395.0%
+24,310.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.5% | -7.1% |
| 7D | -2.7% | +0.1% | -2.8% | -2.7% |
| 30D | -0.2% | -2.6% | +2.4% | +0.3% |
| 3M | +17.8% | -7.8% | +25.5% | +19.3% |
| 6M | +2.3% | -7.0% | +9.3% | +3.4% |
| YTD | +41.6% | -8.5% | +50.1% | +43.4% |
| 1Y | +101.9% | -1.3% | +103.2% | +100.6% |
| 3Y | +186.2% | +105.0% | +81.2% | +138.6% |
| 5Y | +309.7% | +292.9% | +16.8% | +192.0% |
| 10Y | +1,094.2% | +979.3% | +114.9% | +541.2% |
| All | +25,705.1% | +1,395.0% | +24,310.1% | +9,366.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling