-25.8%
TE vs SCCO
+43.0%
-68.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.9% | -5.5% | -5.1% |
| 7D | +3.8% | -7.9% | +11.7% | +10.7% |
| 30D | -26.2% | -13.0% | -13.2% | -17.4% |
| 3M | -49.7% | -6.9% | -42.9% | -47.1% |
| 6M | -46.5% | +11.0% | -57.4% | -48.9% |
| YTD | -59.1% | +30.3% | -89.4% | -71.9% |
| 1Y | -25.8% | +45.0% | -70.8% | -59.5% |
| All | -25.8% | +43.0% | -68.8% | -59.5% |
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