+94.6%
TT vs SCCO
+183.0%
-88.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.7% |
| 7D | +3.5% | -2.4% | +5.9% | +4.1% |
| 30D | -11.0% | -16.5% | +5.4% | -7.6% |
| 3M | -12.0% | -10.4% | -1.7% | -10.2% |
| 6M | -10.4% | -2.8% | -7.7% | -10.9% |
| YTD | +9.9% | +27.2% | -17.2% | +2.9% |
| 1Y | +1.5% | +33.6% | -32.2% | -6.0% |
| All | +94.6% | +183.0% | -88.4% | +57.0% |
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 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