+637.8%
TSEM vs SCCO
+178.0%
+459.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.2% | +3.3% | -0.4% |
| 7D | +0.9% | -2.7% | +3.6% | +2.1% |
| 30D | -16.6% | -0.2% | -16.5% | -17.2% |
| 3M | -10.9% | +17.8% | -28.7% | -18.1% |
| 6M | +78.0% | +2.3% | +75.8% | +73.5% |
| YTD | +77.2% | +41.6% | +35.6% | +48.1% |
| 1Y | +207.6% | +101.9% | +105.7% | +121.2% |
| All | +637.8% | +178.0% | +459.9% | +350.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling