-72.2%
TTD vs SCCO
+105.9%
-178.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.4% |
| 7D | +6.3% | -5.3% | +11.6% | +5.6% |
| 30D | -23.9% | +0.9% | -24.8% | -23.5% |
| 3M | -31.4% | +2.4% | -33.8% | -30.7% |
| 6M | -42.7% | -2.4% | -40.3% | -42.3% |
| YTD | -62.0% | +42.4% | -104.4% | -63.1% |
| 1Y | -72.2% | +105.6% | -177.9% | -73.7% |
| All | -72.2% | +105.9% | -178.1% | -73.7% |
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