+139.2%
TT vs SCCO
+275.1%
-135.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.4% | +0.6% |
| 7D | +3.5% | -2.4% | +5.9% | +4.1% |
| 30D | -11.0% | -16.5% | +5.4% | -7.3% |
| 3M | -12.0% | -10.4% | -1.7% | -10.1% |
| 6M | -10.4% | -2.8% | -7.7% | -10.9% |
| YTD | +9.9% | +27.2% | -17.2% | +1.8% |
| 1Y | +1.5% | +33.6% | -32.2% | -7.1% |
| 3Y | +93.7% | +182.4% | -88.7% | +42.7% |
| 5Y | +139.2% | +262.8% | -123.5% | +61.4% |
| All | +139.2% | +275.1% | -135.8% | +61.4% |
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 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