+1,063.5%
SCCO vs TXT
+107.7%
+955.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.5% |
| 7D | -2.7% | +2.5% | -5.1% | -3.9% |
| 30D | -0.7% | -8.9% | +8.1% | +3.9% |
| 3M | +8.1% | -13.6% | +21.6% | +15.8% |
| 6M | +4.1% | -13.1% | +17.2% | +11.6% |
| YTD | +41.1% | -7.0% | +48.1% | +45.2% |
| 1Y | +95.6% | -1.4% | +96.9% | +95.0% |
| 3Y | +179.3% | +7.0% | +172.3% | +161.7% |
| 5Y | +308.3% | +15.4% | +292.9% | +260.4% |
| All | +1,063.5% | +107.7% | +955.8% | +570.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded TXT 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling