+59.7%
TOST vs SCCO
+210.1%
-150.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.9% | -6.9% | -2.8% |
| 7D | -0.9% | +3.4% | -4.3% | -1.5% |
| 30D | -3.5% | +6.6% | -10.1% | -4.7% |
| 3M | +38.1% | +24.5% | +13.6% | +31.8% |
| 6M | +9.9% | +16.5% | -6.6% | +5.3% |
| YTD | -6.3% | +52.1% | -58.4% | -20.2% |
| 1Y | -18.3% | +114.2% | -132.5% | -39.2% |
| 3Y | +59.7% | +207.4% | -147.7% | -14.7% |
| All | +59.7% | +210.1% | -150.4% | -14.7% |
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