+36.2%
TMUS vs SCCO
+198.6%
-162.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.9% | -4.8% | +0.2% |
| 7D | -0.3% | +3.4% | -3.7% | -0.2% |
| 30D | +3.1% | +6.6% | -3.5% | +3.4% |
| 3M | +2.4% | +24.5% | -22.1% | +3.2% |
| 6M | -17.1% | +16.5% | -33.6% | -16.3% |
| YTD | -9.1% | +52.1% | -61.2% | -8.2% |
| 1Y | -23.6% | +114.2% | -137.8% | -23.3% |
| All | +36.2% | +198.6% | -162.4% | +33.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling