+10.7%
TTMI vs SCCO
+43.0%
-32.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +1.9% | -12.0% | -11.6% |
| 7D | -19.2% | -7.9% | -11.3% | -14.1% |
| 30D | -44.9% | -13.0% | -31.9% | -37.6% |
| 3M | -44.7% | -6.9% | -37.9% | -41.7% |
| 6M | -53.4% | +11.0% | -64.4% | -57.5% |
| YTD | +6.3% | +30.3% | -23.9% | -27.4% |
| 1Y | +10.7% | +45.0% | -34.3% | -35.9% |
| All | +10.7% | +43.0% | -32.3% | -35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling