+1,282.5%
TSEM vs SCCO
+1,104.1%
+178.4%
-62.3%
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% | +1.8% |
| 7D | -4.9% | -2.7% | -2.2% | -3.9% |
| 30D | -18.7% | -0.7% | -18.0% | -19.0% |
| 3M | -18.1% | +8.1% | -26.2% | -21.1% |
| 6M | +77.1% | +4.1% | +73.0% | +72.7% |
| YTD | +80.1% | +41.1% | +39.0% | +54.0% |
| 1Y | +220.4% | +95.6% | +124.8% | +140.5% |
| 3Y | +650.1% | +179.3% | +470.8% | +374.2% |
| 5Y | +628.9% | +308.3% | +320.6% | +271.8% |
| All | +1,282.5% | +1,104.1% | +178.4% | +406.4% |
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