+45.9%
TEM vs SCCO
+110.9%
-65.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.2% | +3.1% | -0.6% |
| 7D | -9.2% | -2.7% | -6.5% | -8.1% |
| 30D | +5.5% | -0.2% | +5.7% | +6.0% |
| 3M | +18.7% | +17.8% | +1.0% | +9.6% |
| 6M | +15.4% | +2.3% | +13.2% | +12.8% |
| YTD | -0.5% | +41.6% | -42.1% | -22.7% |
| 1Y | -24.8% | +101.9% | -126.7% | -53.9% |
| All | +45.9% | +110.9% | -65.0% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling