+2,167.3%
TMO vs SCCO
+33,085.5%
-30,918.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -0.6% | -2.7% | +2.0% | -0.2% |
| 30D | +1.1% | -0.7% | +1.8% | +1.0% |
| 3M | +28.3% | +8.1% | +20.2% | +24.9% |
| 6M | +23.3% | +4.1% | +19.2% | +20.0% |
| YTD | +5.5% | +41.1% | -35.7% | -5.3% |
| 1Y | +24.5% | +95.6% | -71.0% | +3.0% |
| 3Y | +19.6% | +179.3% | -159.7% | -11.4% |
| 5Y | +8.1% | +308.3% | -300.2% | -28.6% |
| 10Y | +336.7% | +1,090.2% | -753.5% | +112.3% |
| All | +2,167.3% | +33,085.5% | -30,918.2% | +411.7% |
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