+12,926.4%
TDG vs SCCO
+3,610.0%
+9,316.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.9% | -2.7% | +0.8% | -1.3% |
| 30D | -7.7% | -0.7% | -7.0% | -8.0% |
| 3M | -9.3% | +8.1% | -17.4% | -12.5% |
| 6M | -9.4% | +4.1% | -13.5% | -12.5% |
| YTD | -14.3% | +41.1% | -55.4% | -25.8% |
| 1Y | -11.8% | +95.6% | -107.4% | -31.7% |
| 3Y | +52.0% | +179.3% | -127.3% | +0.1% |
| 5Y | +128.8% | +308.3% | -179.5% | +29.2% |
| 10Y | +543.8% | +1,090.2% | -546.4% | +151.2% |
| All | +12,926.4% | +3,610.0% | +9,316.4% | +3,009.9% |
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