-38.4%
TRI vs SCCO
+105.9%
-144.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.5% |
| 7D | -0.5% | -5.3% | +4.7% | -1.6% |
| 30D | +7.9% | +0.9% | +7.0% | +8.3% |
| 3M | +24.1% | +2.4% | +21.7% | +26.2% |
| 6M | +3.8% | -2.4% | +6.2% | +6.2% |
| YTD | -16.9% | +42.4% | -59.3% | -14.6% |
| 1Y | -38.4% | +105.6% | -144.0% | -35.3% |
| All | -38.4% | +105.9% | -144.3% | -35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling