+149.8%
TOST vs SCCO
+187.0%
-37.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | -0.5% |
| 7D | +4.0% | -0.9% | +4.9% | +4.1% |
| 30D | +11.1% | -15.0% | +26.1% | +13.6% |
| 3M | +0.8% | -9.1% | +10.0% | +1.9% |
| 6M | +38.8% | -0.9% | +39.7% | +37.3% |
| YTD | -2.1% | +29.7% | -31.8% | -13.6% |
| 1Y | -6.0% | +38.2% | -44.2% | -18.8% |
| 3Y | +149.8% | +191.5% | -41.7% | +47.1% |
| All | +149.8% | +187.0% | -37.3% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling