+293.7%
TMUS vs SCCO
+1,395.9%
-1,102.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | 0.0% |
| 7D | +4.9% | -1.9% | +6.8% | +5.4% |
| 30D | +7.7% | -17.4% | +25.1% | +12.8% |
| 3M | -6.8% | -11.7% | +4.9% | -5.1% |
| 6M | -9.7% | -12.1% | +2.4% | -9.1% |
| YTD | -15.0% | +20.9% | -35.8% | -24.3% |
| 1Y | -19.1% | +31.3% | -50.5% | -29.9% |
| 3Y | +21.4% | +170.3% | -148.9% | -21.5% |
| 5Y | +51.2% | +240.8% | -189.6% | -13.9% |
| 10Y | +240.2% | +683.6% | -443.4% | +28.7% |
| All | +293.7% | +1,395.9% | -1,102.2% | -4.9% |
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 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