-80.8%
TTD vs SCCO
+313.8%
-394.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.2% | +7.9% | +2.6% |
| 7D | -7.4% | -2.7% | -4.7% | -6.9% |
| 30D | +3.0% | -0.2% | +3.2% | +2.4% |
| 3M | -27.6% | +17.8% | -45.3% | -32.3% |
| 6M | -49.5% | +2.3% | -51.7% | -51.3% |
| YTD | -63.2% | +41.6% | -104.8% | -70.3% |
| 1Y | -69.7% | +101.9% | -171.6% | -79.5% |
| 3Y | -83.3% | +186.2% | -269.5% | -91.5% |
| 5Y | -80.8% | +309.7% | -390.5% | -92.5% |
| All | -80.8% | +313.8% | -394.6% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling