+148.6%
TE vs SCCO
+105.9%
+42.7%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | -4.0% | -5.3% | +1.3% | +0.2% |
| 30D | -15.9% | +0.9% | -16.8% | -17.1% |
| 3M | -60.5% | +2.4% | -63.0% | -61.0% |
| 6M | -35.2% | -2.4% | -32.9% | -33.4% |
| YTD | -31.1% | +42.4% | -73.6% | -48.3% |
| 1Y | +148.6% | +105.6% | +43.0% | +14.3% |
| All | +148.6% | +105.9% | +42.7% | +14.3% |
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