+365.8%
TTD vs SCCO
+1,154.2%
-788.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.9% | -7.8% | -4.6% |
| 7D | +1.7% | +3.4% | -1.7% | +0.4% |
| 30D | +1.6% | +6.6% | -5.0% | -1.5% |
| 3M | -27.8% | +24.5% | -52.3% | -35.0% |
| 6M | -52.1% | +16.5% | -68.6% | -56.8% |
| YTD | -63.1% | +52.1% | -115.2% | -71.7% |
| 1Y | -73.1% | +114.2% | -187.2% | -82.7% |
| 3Y | -83.3% | +207.4% | -290.7% | -91.7% |
| 5Y | -80.6% | +353.7% | -434.4% | -92.3% |
| All | +365.8% | +1,154.2% | -788.4% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling