+1,058.6%
TFC vs SCCO
+35,670.2%
-34,611.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.1% | -3.6% |
| 7D | +2.2% | +3.4% | -1.2% | +1.2% |
| 30D | -2.5% | +6.6% | -9.1% | -4.7% |
| 3M | +4.5% | +24.5% | -19.9% | -3.2% |
| 6M | +11.0% | +16.5% | -5.5% | +3.6% |
| YTD | +5.9% | +52.1% | -46.2% | -10.0% |
| 1Y | +14.6% | +114.2% | -99.6% | -12.9% |
| 3Y | +96.7% | +207.4% | -110.7% | +30.1% |
| 5Y | +15.6% | +353.7% | -338.2% | -33.7% |
| 10Y | +98.6% | +1,144.5% | -1,045.9% | -16.8% |
| All | +1,058.6% | +35,670.2% | -34,611.6% | +153.0% |
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