+13,840.9%
TSM vs SCCO
+26,827.9%
-12,987.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.2% | -0.9% |
| 7D | +4.8% | +2.4% | +2.3% | +3.9% |
| 30D | +4.0% | +6.4% | -2.4% | +1.5% |
| 3M | +2.0% | +21.6% | -19.6% | -5.2% |
| 6M | +25.5% | +13.4% | +12.1% | +18.9% |
| YTD | +44.0% | +52.6% | -8.6% | +21.9% |
| 1Y | +75.4% | +122.4% | -46.9% | +30.1% |
| 3Y | +406.7% | +208.5% | +198.3% | +228.4% |
| 5Y | +285.0% | +353.9% | -68.9% | +112.6% |
| 10Y | +1,815.4% | +1,187.3% | +628.1% | +605.8% |
| All | +13,840.9% | +26,827.9% | -12,987.1% | +1,693.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling