+41.9%
TMUS vs SCCO
+355.0%
-313.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | -5.3% | +2.4% | -7.8% | -5.4% |
| 30D | +0.1% | +6.4% | -6.3% | 0.0% |
| 3M | -0.6% | +21.6% | -22.2% | -0.9% |
| 6M | -17.5% | +13.4% | -31.0% | -17.7% |
| YTD | -11.3% | +52.6% | -63.9% | -12.8% |
| 1Y | -25.4% | +122.4% | -147.8% | -28.4% |
| 3Y | +35.5% | +208.5% | -172.9% | +24.2% |
| 5Y | +41.9% | +353.9% | -312.0% | +25.2% |
| All | +41.9% | +355.0% | -313.1% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling