+0.8%
TFC vs SCCO
+243.3%
-242.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.8% |
| 7D | +2.3% | -1.9% | +4.2% | +2.7% |
| 30D | +10.8% | -17.4% | +28.2% | +15.7% |
| 3M | -3.8% | -11.7% | +7.9% | -1.8% |
| 6M | +9.6% | -12.1% | +21.7% | +10.7% |
| YTD | +5.8% | +20.9% | -15.1% | -5.3% |
| 1Y | +16.2% | +31.3% | -15.2% | +1.2% |
| 3Y | +96.0% | +170.3% | -74.3% | +23.9% |
| All | +0.8% | +243.3% | -242.5% | -46.5% |
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