+9,366.5%
TT vs SCCO
+33,989.4%
-24,622.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | 0.0% | -5.3% | +5.3% | +1.7% |
| 30D | -7.2% | +2.7% | -9.8% | -8.3% |
| 3M | -3.0% | +4.2% | -7.2% | -5.4% |
| 6M | +1.4% | -0.6% | +2.0% | -0.5% |
| YTD | +15.9% | +45.0% | -29.1% | -0.3% |
| 1Y | +9.4% | +109.3% | -99.9% | -17.2% |
| 3Y | +124.4% | +180.8% | -56.4% | +48.1% |
| 5Y | +138.0% | +314.3% | -176.3% | +32.5% |
| 10Y | +886.4% | +1,083.3% | -196.9% | +263.3% |
| All | +9,366.5% | +33,989.4% | -24,622.8% | +1,391.0% |
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