+420.9%
TTD vs SCCO
+896.5%
-475.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.8% | +2.2% |
| 7D | +21.3% | -1.9% | +23.2% | +22.3% |
| 30D | +28.7% | -17.4% | +46.2% | +37.5% |
| 3M | +7.7% | -11.7% | +19.4% | +10.9% |
| 6M | -23.5% | -12.1% | -11.4% | -22.9% |
| YTD | -58.7% | +20.9% | -79.6% | -65.9% |
| 1Y | -63.4% | +31.3% | -94.8% | -71.0% |
| 3Y | -75.3% | +170.3% | -245.6% | -87.4% |
| 5Y | -84.4% | +240.8% | -325.2% | -93.1% |
| 10Y | +516.1% | +683.6% | -167.5% | +63.8% |
| All | +420.9% | +896.5% | -475.6% | +13.3% |
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 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