+505.0%
TRI vs SCCO
+26,021.1%
-25,516.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.2% | +5.9% | +0.2% |
| 7D | -14.4% | -2.7% | -11.7% | -14.0% |
| 30D | -8.1% | -0.2% | -7.9% | -8.5% |
| 3M | +17.5% | +17.8% | -0.2% | +12.2% |
| 6M | -5.0% | +2.3% | -7.2% | -7.8% |
| YTD | -24.7% | +41.6% | -66.3% | -33.3% |
| 1Y | -41.5% | +101.9% | -143.4% | -52.6% |
| 3Y | -20.3% | +186.2% | -206.5% | -42.6% |
| 5Y | -10.9% | +309.7% | -320.6% | -43.1% |
| 10Y | +190.6% | +1,094.2% | -903.7% | +31.7% |
| All | +505.0% | +26,021.1% | -25,516.0% | +47.9% |
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