-20.7%
TOST vs SCCO
+113.5%
-134.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.9% | -2.5% |
| 7D | -4.7% | +2.4% | -7.1% | -4.6% |
| 30D | -9.1% | +6.4% | -15.5% | -8.9% |
| 3M | +29.8% | +21.6% | +8.2% | +30.9% |
| 6M | +10.0% | +13.4% | -3.4% | +10.5% |
| YTD | -8.6% | +52.6% | -61.2% | -13.5% |
| 1Y | -20.7% | +122.4% | -143.1% | -26.9% |
| All | -20.7% | +113.5% | -134.2% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling