+4,401.8%
TGT vs SCCO
+33,085.5%
-28,683.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -5.2% | -2.7% | -2.6% | -4.8% |
| 30D | +1.2% | -0.7% | +1.9% | +1.1% |
| 3M | +18.4% | +8.1% | +10.3% | +15.4% |
| 6M | +33.4% | +4.1% | +29.3% | +30.0% |
| YTD | +63.8% | +41.1% | +22.7% | +47.4% |
| 1Y | +77.2% | +95.6% | -18.4% | +47.5% |
| 3Y | +41.8% | +179.3% | -137.5% | +6.8% |
| 5Y | -25.5% | +308.3% | -333.8% | -49.5% |
| 10Y | +204.9% | +1,090.2% | -885.3% | +55.4% |
| All | +4,401.8% | +33,085.5% | -28,683.7% | +919.7% |
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