-39.5%
TRMB vs SCCO
+313.8%
-353.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.2% | +6.2% | +0.8% |
| 7D | -5.4% | -2.7% | -2.7% | -4.9% |
| 30D | -2.0% | -0.2% | -1.8% | -2.3% |
| 3M | +12.3% | +17.8% | -5.4% | +6.2% |
| 6M | -17.6% | +2.3% | -19.9% | -19.8% |
| YTD | -27.5% | +41.6% | -69.1% | -38.0% |
| 1Y | -29.1% | +101.9% | -131.0% | -46.6% |
| 3Y | +11.5% | +186.2% | -174.7% | -30.3% |
| 5Y | -39.5% | +309.7% | -349.1% | -68.5% |
| All | -39.5% | +313.8% | -353.2% | -68.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling