+8,734.4%
TT vs SCCO
+28,322.8%
-19,588.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.0% | -0.6% |
| 7D | +4.0% | -1.9% | +5.9% | +4.7% |
| 30D | -11.3% | -17.4% | +6.1% | -5.8% |
| 3M | -12.3% | -11.7% | -0.6% | -9.4% |
| 6M | -10.8% | -12.1% | +1.3% | -8.7% |
| YTD | +8.2% | +20.9% | -12.7% | -1.7% |
| 1Y | +1.5% | +31.3% | -29.9% | -10.4% |
| 3Y | +91.5% | +170.3% | -78.8% | +27.3% |
| 5Y | +130.2% | +240.8% | -110.6% | +36.7% |
| 10Y | +727.9% | +683.6% | +44.3% | +248.9% |
| All | +8,734.4% | +28,322.8% | -19,588.4% | +1,370.0% |
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