+2,207.9%
TRGP vs SCCO
+774.8%
+1,433.1%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.9% | -3.5% | -0.7% |
| 7D | -0.6% | +3.4% | -4.0% | -2.1% |
| 30D | +14.6% | +6.6% | +8.0% | +10.6% |
| 3M | +11.9% | +24.5% | -12.5% | -0.9% |
| 6M | +25.3% | +16.5% | +8.8% | +10.8% |
| YTD | +61.9% | +52.1% | +9.7% | +22.6% |
| 1Y | +87.3% | +114.2% | -26.9% | +17.8% |
| 3Y | +268.0% | +207.4% | +60.6% | +77.8% |
| 5Y | +638.2% | +353.7% | +284.5% | +174.5% |
| 10Y | +821.9% | +1,144.5% | -322.6% | +102.3% |
| All | +2,207.9% | +774.8% | +1,433.1% | +398.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling