+330.4%
TSM vs SCCO
+169.0%
+161.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -0.6% |
| 7D | +6.2% | -1.9% | +8.1% | +7.0% |
| 30D | -7.3% | -17.4% | +10.1% | +0.6% |
| 3M | -7.1% | -11.7% | +4.5% | -2.5% |
| 6M | +0.2% | -12.1% | +12.4% | +4.7% |
| YTD | +32.2% | +20.9% | +11.4% | +18.3% |
| 1Y | +42.8% | +31.3% | +11.4% | +23.1% |
| 3Y | +330.4% | +170.3% | +160.1% | +188.4% |
| All | +330.4% | +169.0% | +161.4% | +188.4% |
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 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