+16.9%
TPR vs SCCO
+105.9%
-89.0%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -2.7% | -5.3% | +2.6% | -1.5% |
| 30D | -23.3% | +0.9% | -24.2% | -23.6% |
| 3M | -12.8% | +2.4% | -15.2% | -14.0% |
| 6M | -21.7% | -2.4% | -19.4% | -23.5% |
| YTD | -3.9% | +42.4% | -46.3% | -14.8% |
| 1Y | +16.9% | +105.6% | -88.7% | -0.2% |
| All | +16.9% | +105.9% | -89.0% | -0.2% |
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 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