-72.0%
TTD vs SCCO
+43.0%
-114.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +0.9% | +3.2% |
| 7D | +3.7% | -7.9% | +11.6% | +2.2% |
| 30D | +10.4% | -13.0% | +23.4% | +8.0% |
| 3M | -31.6% | -6.9% | -24.7% | -31.9% |
| 6M | -45.1% | +11.0% | -56.1% | -43.4% |
| YTD | -65.1% | +30.3% | -95.4% | -67.4% |
| 1Y | -72.0% | +45.0% | -117.0% | -75.3% |
| All | -72.0% | +43.0% | -114.9% | -75.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling