+172.6%
TTMI vs SCCO
+105.9%
+66.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.1% |
| 7D | +5.9% | -5.3% | +11.1% | +9.8% |
| 30D | -4.3% | +0.9% | -5.2% | -6.2% |
| 3M | -32.0% | +2.4% | -34.5% | -34.3% |
| 6M | +19.5% | -2.4% | +21.8% | +17.2% |
| YTD | +82.0% | +42.4% | +39.6% | +38.4% |
| 1Y | +172.6% | +105.6% | +67.0% | +109.2% |
| All | +172.6% | +105.9% | +66.7% | +109.2% |
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