+59.7%
TEM vs SCCO
+126.6%
-66.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -3.0% |
| 7D | +3.2% | +3.4% | -0.2% | +1.3% |
| 30D | +23.5% | +6.6% | +16.9% | +20.1% |
| 3M | +32.3% | +24.5% | +7.8% | +18.7% |
| 6M | +23.0% | +16.5% | +6.5% | +12.7% |
| YTD | +8.9% | +52.1% | -43.2% | -18.3% |
| 1Y | -19.9% | +114.2% | -134.0% | -52.2% |
| All | +59.7% | +126.6% | -66.9% | -16.8% |
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