+357.0%
TPR vs SCCO
+701.7%
-344.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.6% |
| 7D | -1.1% | +1.7% | -2.9% | -2.0% |
| 30D | +15.1% | -18.1% | +33.2% | +25.2% |
| 3M | -13.4% | -12.8% | -0.6% | -9.6% |
| 6M | +1.4% | -8.5% | +9.8% | +1.3% |
| YTD | +4.8% | +23.9% | -19.1% | -13.5% |
| 1Y | +29.2% | +30.0% | -0.8% | +3.9% |
| 3Y | +403.7% | +175.2% | +228.5% | +148.1% |
| 5Y | +230.8% | +249.4% | -18.5% | +32.7% |
| All | +357.0% | +701.7% | -344.7% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling