-53.1%
TE vs SCCO
+539.1%
-592.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | +0.2% | -2.7% | +2.9% | +1.8% |
| 30D | -5.9% | -0.7% | -5.2% | -5.8% |
| 3M | -45.6% | +8.1% | -53.7% | -47.3% |
| 6M | -43.4% | +4.1% | -47.5% | -44.0% |
| YTD | -31.0% | +41.1% | -72.1% | -40.4% |
| 1Y | +145.2% | +95.6% | +49.7% | +86.1% |
| 3Y | -24.1% | +179.3% | -203.3% | -49.0% |
| 5Y | -48.1% | +308.3% | -356.4% | -68.1% |
| All | -53.1% | +539.1% | -592.2% | -71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling