+170.3%
SCCO vs TMF
-32.2%
+202.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.3% |
| 7D | -1.9% | -9.3% | +7.4% | -0.8% |
| 30D | -17.4% | +1.9% | -19.4% | -17.7% |
| 3M | -11.7% | -11.2% | -0.4% | -10.4% |
| 6M | -12.1% | -17.7% | +5.6% | -10.1% |
| YTD | +20.9% | -24.5% | +45.3% | +24.6% |
| 1Y | +31.3% | -29.4% | +60.8% | +36.0% |
| 3Y | +170.3% | -33.4% | +203.7% | +181.1% |
| All | +170.3% | -32.2% | +202.6% | +181.1% |
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