-48.1%
TOST vs SCCO
+375.0%
-423.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.6% |
| 7D | -4.7% | +2.4% | -7.1% | -5.4% |
| 30D | -9.1% | +6.4% | -15.5% | -11.0% |
| 3M | +29.8% | +21.6% | +8.2% | +21.2% |
| 6M | +10.0% | +13.4% | -3.4% | +3.4% |
| YTD | -8.6% | +52.6% | -61.2% | -26.4% |
| 1Y | -20.7% | +122.4% | -143.1% | -46.3% |
| 3Y | +55.7% | +208.5% | -152.7% | -16.5% |
| All | -48.1% | +375.0% | -423.1% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling