+621.7%
TSEM vs SCCO
+303.5%
+318.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -4.9% | -2.7% | -2.2% | -4.0% |
| 30D | -18.7% | -0.7% | -18.0% | -18.9% |
| 3M | -18.1% | +8.1% | -26.2% | -20.9% |
| 6M | +77.1% | +4.1% | +73.0% | +72.9% |
| YTD | +80.1% | +41.1% | +39.0% | +58.1% |
| 1Y | +220.4% | +95.6% | +124.8% | +154.1% |
| 3Y | +650.1% | +179.3% | +470.8% | +432.2% |
| All | +621.7% | +303.5% | +318.1% | +359.8% |
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 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