+376.4%
TTD vs SCCO
+1,063.5%
-687.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.8% |
| 7D | -0.6% | -2.7% | +2.0% | +0.1% |
| 30D | +6.3% | -0.7% | +7.0% | +5.6% |
| 3M | -24.1% | +8.1% | -32.2% | -27.9% |
| 6M | -47.4% | +4.1% | -51.5% | -50.5% |
| YTD | -62.2% | +41.1% | -103.4% | -70.3% |
| 1Y | -68.3% | +95.6% | -163.9% | -78.9% |
| 3Y | -83.4% | +179.3% | -262.7% | -91.4% |
| 5Y | -80.3% | +308.3% | -388.6% | -91.9% |
| All | +376.4% | +1,063.5% | -687.1% | -1.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling