-9.6%
TOST vs SCCO
+30.3%
-39.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.8% |
| 7D | +3.0% | -1.8% | +4.8% | +2.9% |
| 30D | +10.3% | -17.8% | +28.0% | +9.6% |
| 3M | -3.3% | -12.5% | +9.2% | -3.5% |
| 6M | +37.8% | -4.1% | +41.9% | +38.5% |
| YTD | -2.8% | +25.5% | -28.3% | -14.1% |
| 1Y | -9.6% | +31.0% | -40.6% | -23.0% |
| All | -9.6% | +30.3% | -39.9% | -23.0% |
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