+179.3%
SCCO vs TW
+19.1%
+160.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.4% |
| 7D | -2.7% | -4.5% | +1.8% | -2.8% |
| 30D | -0.7% | -2.3% | +1.5% | -0.8% |
| 3M | +8.1% | +2.6% | +5.5% | +7.8% |
| 6M | +4.1% | -17.5% | +21.7% | +4.9% |
| YTD | +41.1% | -5.3% | +46.4% | +40.9% |
| 1Y | +95.6% | -14.8% | +110.3% | +97.7% |
| 3Y | +179.3% | +18.8% | +160.4% | +169.7% |
| All | +179.3% | +19.1% | +160.2% | +169.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling