-44.4%
TOST vs SCCO
+303.5%
-347.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.2% | -4.9% | -1.2% |
| 7D | +4.0% | -0.9% | +4.9% | +4.2% |
| 30D | +11.1% | -15.0% | +26.1% | +15.8% |
| 3M | +0.8% | -9.1% | +10.0% | +2.6% |
| 6M | +38.8% | -0.9% | +39.7% | +35.7% |
| YTD | -2.1% | +29.7% | -31.8% | -18.0% |
| 1Y | -6.0% | +38.2% | -44.2% | -23.4% |
| 3Y | +149.8% | +191.5% | -41.7% | +31.9% |
| 5Y | -42.8% | +281.7% | -324.5% | -74.5% |
| All | -44.4% | +303.5% | -347.9% | -77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling