-25.4%
TRMB vs SCCO
+105.9%
-131.3%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -2.5% | -5.3% | +2.7% | -2.2% |
| 30D | +1.5% | +0.9% | +0.6% | +1.4% |
| 3M | +6.8% | +2.4% | +4.4% | +6.7% |
| 6M | -14.9% | -2.4% | -12.6% | -15.3% |
| YTD | -24.1% | +42.4% | -66.5% | -31.5% |
| 1Y | -25.4% | +105.6% | -131.0% | -34.8% |
| All | -25.4% | +105.9% | -131.3% | -34.8% |
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