+620.9%
TRGP vs SCCO
+303.5%
+317.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.5% |
| 7D | +0.1% | -2.7% | +2.7% | +0.6% |
| 30D | +8.0% | -0.7% | +8.8% | +7.7% |
| 3M | +8.3% | +8.1% | +0.2% | +4.8% |
| 6M | +23.9% | +4.1% | +19.8% | +19.3% |
| YTD | +59.6% | +41.1% | +18.5% | +36.1% |
| 1Y | +79.4% | +95.6% | -16.1% | +34.7% |
| 3Y | +269.4% | +179.3% | +90.2% | +124.9% |
| All | +620.9% | +303.5% | +317.4% | +251.2% |
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 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