+21.4%
TMUS vs SCCO
+169.0%
-147.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.8% |
| 7D | +4.9% | -1.9% | +6.8% | +4.8% |
| 30D | +7.7% | -17.4% | +25.1% | +6.5% |
| 3M | -6.8% | -11.7% | +4.9% | -7.4% |
| 6M | -9.7% | -12.1% | +2.4% | -10.1% |
| YTD | -15.0% | +20.9% | -35.8% | -14.7% |
| 1Y | -19.1% | +31.3% | -50.5% | -18.8% |
| 3Y | +21.4% | +170.3% | -148.9% | +22.2% |
| All | +21.4% | +169.0% | -147.6% | +22.2% |
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