+581.2%
SCCO vs TW
+206.7%
+374.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -2.7% | -4.5% | +1.8% | -1.7% |
| 30D | -0.7% | -2.3% | +1.5% | -0.3% |
| 3M | +8.1% | +2.6% | +5.5% | +6.6% |
| 6M | +4.1% | -17.5% | +21.7% | +8.0% |
| YTD | +41.1% | -5.3% | +46.4% | +40.3% |
| 1Y | +95.6% | -14.8% | +110.3% | +100.0% |
| 3Y | +179.3% | +18.8% | +160.4% | +150.6% |
| 5Y | +308.3% | +20.7% | +287.6% | +255.3% |
| All | +581.2% | +206.7% | +374.5% | +369.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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