+829.0%
TTMI vs SCCO
+303.5%
+525.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -35.5% |
| 6M | +32.5% | +4.1% | +28.4% | +28.7% |
| YTD | +83.2% | +41.1% | +42.1% | +56.9% |
| 1Y | +161.7% | +95.6% | +66.1% | +98.4% |
| 3Y | +890.1% | +179.3% | +710.9% | +524.8% |
| All | +829.0% | +303.5% | +525.5% | +389.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling