+191.1%
TRI vs SCCO
+1,104.1%
-913.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.7% |
| 7D | -7.9% | -2.7% | -5.2% | -7.7% |
| 30D | -4.5% | -0.7% | -3.8% | -4.6% |
| 3M | +22.1% | +8.1% | +14.0% | +20.6% |
| 6M | -2.8% | +4.1% | -6.9% | -4.2% |
| YTD | -23.4% | +41.1% | -64.5% | -28.8% |
| 1Y | -41.5% | +95.6% | -137.1% | -48.6% |
| 3Y | -19.2% | +179.3% | -198.5% | -35.0% |
| 5Y | -9.4% | +308.3% | -317.7% | -34.0% |
| All | +191.1% | +1,104.1% | -913.0% | +61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling