-83.4%
TTD vs SCCO
+177.0%
-260.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +3.0% | +2.7% |
| 7D | -0.6% | -2.7% | +2.0% | -0.4% |
| 30D | +6.3% | -0.7% | +7.0% | +6.1% |
| 3M | -24.1% | +8.1% | -32.2% | -25.3% |
| 6M | -47.4% | +4.1% | -51.5% | -48.2% |
| YTD | -62.2% | +41.1% | -103.4% | -66.8% |
| 1Y | -68.3% | +95.6% | -163.9% | -75.1% |
| 3Y | -83.4% | +179.3% | -262.7% | -89.4% |
| All | -83.4% | +177.0% | -260.5% | -89.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling