+96.0%
TFC vs SCCO
+169.0%
-73.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.6% |
| 7D | +2.3% | -1.9% | +4.2% | +2.6% |
| 30D | +10.8% | -17.4% | +28.2% | +14.3% |
| 3M | -3.8% | -11.7% | +7.9% | -2.4% |
| 6M | +9.6% | -12.1% | +21.7% | +10.3% |
| YTD | +5.8% | +20.9% | -15.1% | -3.1% |
| 1Y | +16.2% | +31.3% | -15.2% | +4.1% |
| 3Y | +96.0% | +170.3% | -74.3% | +27.9% |
| All | +96.0% | +169.0% | -73.0% | +27.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling