+1,768.5%
TRMB vs SCCO
+35,670.2%
-33,901.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.9% | -6.1% | -2.8% |
| 7D | -0.3% | +3.4% | -3.7% | -1.5% |
| 30D | -1.2% | +6.6% | -7.8% | -3.8% |
| 3M | +9.6% | +24.5% | -14.9% | +0.2% |
| 6M | -16.1% | +16.5% | -32.6% | -22.7% |
| YTD | -25.0% | +52.1% | -77.1% | -38.3% |
| 1Y | -27.7% | +114.2% | -141.9% | -47.6% |
| 3Y | +15.3% | +207.4% | -192.1% | -29.1% |
| 5Y | -37.4% | +353.7% | -391.1% | -67.3% |
| 10Y | +117.5% | +1,144.5% | -1,027.1% | -22.7% |
| All | +1,768.5% | +35,670.2% | -33,901.7% | +140.1% |
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