+1,779.8%
TSM vs SCCO
+1,104.1%
+675.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | +1.0% | -2.7% | +3.7% | +1.9% |
| 30D | +1.0% | -0.7% | +1.7% | +0.8% |
| 3M | +2.9% | +8.1% | -5.2% | -0.9% |
| 6M | +22.8% | +4.1% | +18.7% | +19.2% |
| YTD | +43.3% | +41.1% | +2.2% | +21.9% |
| 1Y | +69.2% | +95.6% | -26.4% | +26.5% |
| 3Y | +404.5% | +179.3% | +225.3% | +220.0% |
| 5Y | +282.2% | +308.3% | -26.1% | +102.7% |
| All | +1,779.8% | +1,104.1% | +675.7% | +628.5% |
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 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