+65.2%
TD vs SCCO
+105.9%
-40.8%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +0.3% | -5.3% | +5.6% | +1.0% |
| 30D | +0.4% | +0.9% | -0.5% | +0.2% |
| 3M | +7.6% | +2.4% | +5.2% | +6.8% |
| 6M | +25.0% | -2.4% | +27.4% | +23.3% |
| YTD | +31.0% | +42.4% | -11.4% | +25.5% |
| 1Y | +65.2% | +105.6% | -40.5% | +59.7% |
| All | +65.2% | +105.9% | -40.8% | +59.7% |
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 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