+1,067.4%
SCCO vs TMF
-86.4%
+1,153.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.4% | -3.8% | -7.5% |
| 7D | -2.7% | -4.8% | +2.1% | -3.1% |
| 30D | -0.2% | -4.9% | +4.7% | -0.6% |
| 3M | +17.8% | -13.4% | +31.2% | +16.4% |
| 6M | +2.3% | -23.0% | +25.3% | -0.2% |
| YTD | +41.6% | -20.2% | +61.8% | +38.8% |
| 1Y | +101.9% | -26.5% | +128.4% | +96.4% |
| 3Y | +186.2% | -45.2% | +231.3% | +172.3% |
| 5Y | +309.7% | -88.4% | +398.1% | +193.3% |
| All | +1,067.4% | -86.4% | +1,153.9% | +913.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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