+293.7%
TPR vs SCCO
+210.1%
+83.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.9% | -8.7% | -5.2% |
| 7D | -3.4% | +3.4% | -6.8% | -4.4% |
| 30D | -27.3% | +6.6% | -33.9% | -28.9% |
| 3M | -16.2% | +24.5% | -40.7% | -22.4% |
| 6M | -17.9% | +16.5% | -34.4% | -23.0% |
| YTD | -7.1% | +52.1% | -59.2% | -22.0% |
| 1Y | +13.6% | +114.2% | -100.6% | -16.1% |
| 3Y | +293.7% | +207.4% | +86.3% | +140.0% |
| All | +293.7% | +210.1% | +83.6% | +140.0% |
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