+207.4%
SCCO vs TMF
-42.4%
+249.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +4.9% |
| 7D | +3.4% | +1.0% | +2.5% | +3.3% |
| 30D | +6.6% | -1.8% | +8.5% | +6.8% |
| 3M | +24.5% | -8.2% | +32.7% | +25.6% |
| 6M | +16.5% | -19.5% | +36.0% | +19.0% |
| YTD | +52.1% | -16.0% | +68.1% | +54.8% |
| 1Y | +114.2% | -22.5% | +136.7% | +119.0% |
| 3Y | +207.4% | -42.3% | +249.7% | +208.6% |
| All | +207.4% | -42.4% | +249.8% | +208.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling