+7,766.4%
TD vs SCCO
+35,125.8%
-27,359.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.5% | -1.2% |
| 7D | -1.9% | +2.4% | -4.4% | -2.6% |
| 30D | -1.6% | +6.4% | -8.0% | -3.5% |
| 3M | +4.6% | +21.6% | -16.9% | -1.5% |
| 6M | +26.8% | +13.4% | +13.4% | +20.4% |
| YTD | +28.3% | +52.6% | -24.3% | +11.3% |
| 1Y | +60.4% | +122.4% | -61.9% | +24.9% |
| 3Y | +125.7% | +208.5% | -82.7% | +54.9% |
| 5Y | +122.4% | +353.9% | -231.5% | +33.6% |
| 10Y | +297.1% | +1,187.3% | -890.2% | +72.5% |
| All | +7,766.4% | +35,125.8% | -27,359.4% | +1,636.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling