-50.0%
TE vs SCCO
+591.2%
-641.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +15.0% | +2.4% | +12.5% | +13.7% |
| 30D | -7.5% | +6.4% | -13.9% | -10.6% |
| 3M | -42.0% | +21.6% | -63.5% | -46.8% |
| 6M | -31.4% | +13.4% | -44.8% | -35.0% |
| YTD | -26.5% | +52.6% | -79.1% | -38.9% |
| 1Y | +153.1% | +122.4% | +30.7% | +80.9% |
| 3Y | -20.7% | +208.5% | -229.1% | -49.0% |
| 5Y | -45.4% | +353.9% | -399.3% | -67.8% |
| All | -50.0% | +591.2% | -641.2% | -70.6% |
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