+16.0%
TFC vs SCCO
+313.8%
-297.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -7.2% | +7.6% | +2.2% |
| 7D | -2.5% | -2.7% | +0.2% | -2.0% |
| 30D | -2.8% | -0.2% | -2.7% | -3.3% |
| 3M | +2.1% | +17.8% | -15.6% | -3.4% |
| 6M | +10.1% | +2.3% | +7.9% | +7.1% |
| YTD | +5.4% | +41.6% | -36.2% | -8.6% |
| 1Y | +16.3% | +101.9% | -85.6% | -10.9% |
| 3Y | +95.9% | +186.2% | -90.3% | +25.6% |
| 5Y | +16.0% | +309.7% | -293.7% | -36.9% |
| All | +16.0% | +313.8% | -297.8% | -36.9% |
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 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