+415.0%
TPR vs SCCO
+182.5%
+232.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.5% |
| 7D | +12.1% | -1.8% | +13.9% | +12.4% |
| 30D | +16.7% | -17.8% | +34.4% | +22.6% |
| 3M | -17.4% | -12.5% | -4.9% | -15.2% |
| 6M | +2.3% | -4.1% | +6.3% | +0.9% |
| YTD | +7.1% | +25.5% | -18.4% | -5.5% |
| 1Y | +29.5% | +31.0% | -1.5% | +12.5% |
| 3Y | +415.0% | +178.7% | +236.3% | +225.3% |
| All | +415.0% | +182.5% | +232.6% | +225.3% |
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