+1,124.0%
TTMI vs SCCO
+1,104.1%
+19.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.5% |
| 7D | +0.7% | -2.7% | +3.3% | +1.8% |
| 30D | -8.4% | -0.7% | -7.7% | -8.9% |
| 3M | -32.5% | +8.1% | -40.5% | -35.3% |
| 6M | +32.5% | +4.1% | +28.4% | +29.2% |
| YTD | +83.2% | +41.1% | +42.1% | +55.9% |
| 1Y | +161.7% | +95.6% | +66.1% | +94.3% |
| 3Y | +890.1% | +179.3% | +710.9% | +502.7% |
| 5Y | +832.4% | +308.3% | +524.1% | +357.8% |
| All | +1,124.0% | +1,104.1% | +19.9% | +243.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling