+636.7%
SCCO vs TW
+211.2%
+425.5%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +2.4% | -0.5% | +3.0% | +2.5% |
| 30D | +6.4% | -0.6% | +7.0% | +6.4% |
| 3M | +21.6% | +3.4% | +18.2% | +19.6% |
| 6M | +13.4% | -18.4% | +31.9% | +18.1% |
| YTD | +52.6% | -3.9% | +56.5% | +51.2% |
| 1Y | +122.4% | -13.3% | +135.7% | +126.5% |
| 3Y | +208.5% | +20.8% | +187.6% | +175.7% |
| 5Y | +353.9% | +20.3% | +333.6% | +296.0% |
| All | +636.7% | +211.2% | +425.5% | +405.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling