-10.5%
TEM vs SCCO
+43.0%
-53.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.6% |
| 7D | -1.3% | -7.9% | +6.6% | +2.3% |
| 30D | -9.5% | -13.0% | +3.5% | -4.0% |
| 3M | +60.7% | -6.9% | +67.6% | +66.9% |
| 6M | +35.5% | +11.0% | +24.5% | +33.8% |
| YTD | +28.0% | +30.3% | -2.2% | +4.1% |
| 1Y | -10.5% | +45.0% | -55.5% | -33.3% |
| All | -10.5% | +43.0% | -53.5% | -33.3% |
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