+261.5%
TPR vs SCCO
+271.3%
-9.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.7% |
| 7D | +12.1% | -1.8% | +13.9% | +12.4% |
| 30D | +16.7% | -17.8% | +34.4% | +23.9% |
| 3M | -17.4% | -12.5% | -4.9% | -14.8% |
| 6M | +2.3% | -4.1% | +6.3% | +0.7% |
| YTD | +7.1% | +25.5% | -18.4% | -7.4% |
| 1Y | +29.5% | +31.0% | -1.5% | +10.0% |
| 3Y | +415.0% | +178.7% | +236.3% | +200.4% |
| 5Y | +261.5% | +279.7% | -18.2% | +62.7% |
| All | +261.5% | +271.3% | -9.8% | +62.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling