+70.3%
T vs SCCO
+1,104.1%
-1,033.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.0% |
| 7D | +1.5% | -2.7% | +4.1% | +1.7% |
| 30D | +7.5% | -0.7% | +8.2% | +7.3% |
| 3M | +14.8% | +8.1% | +6.7% | +13.0% |
| 6M | -1.7% | +4.1% | -5.9% | -3.5% |
| YTD | +8.7% | +41.1% | -32.4% | +0.9% |
| 1Y | -7.5% | +95.6% | -103.0% | -19.1% |
| 3Y | +110.2% | +179.3% | -69.0% | +65.1% |
| 5Y | +71.6% | +308.3% | -236.7% | +19.8% |
| All | +70.3% | +1,104.1% | -1,033.8% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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