+124.7%
TD vs SCCO
+177.0%
-52.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -0.5% | -2.7% | +2.1% | -0.3% |
| 30D | -1.9% | -0.7% | -1.2% | -2.0% |
| 3M | +4.8% | +8.1% | -3.3% | +3.1% |
| 6M | +28.0% | +4.1% | +23.9% | +25.8% |
| YTD | +30.3% | +41.1% | -10.8% | +21.8% |
| 1Y | +59.8% | +95.6% | -35.8% | +41.6% |
| 3Y | +124.7% | +179.3% | -54.6% | +77.7% |
| All | +124.7% | +177.0% | -52.3% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling