+62.6%
TD vs SCCO
+43.0%
+19.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.8% | +2.5% |
| 7D | +1.4% | -7.9% | +9.3% | +2.4% |
| 30D | +10.2% | -13.0% | +23.2% | +12.1% |
| 3M | +8.1% | -6.9% | +15.0% | +8.7% |
| 6M | +22.3% | +11.0% | +11.3% | +19.1% |
| YTD | +39.0% | +30.3% | +8.8% | +33.2% |
| 1Y | +62.6% | +45.0% | +17.6% | +53.8% |
| All | +62.6% | +43.0% | +19.7% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling