+437.3%
TTMI vs SCCO
+30,013.3%
-29,576.0%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.3% | -4.3% | -4.1% |
| 7D | +7.5% | +2.4% | +5.0% | +6.3% |
| 30D | -4.5% | +6.4% | -10.9% | -7.8% |
| 3M | -28.5% | +21.6% | -50.1% | -34.8% |
| 6M | +28.4% | +13.4% | +15.0% | +21.0% |
| YTD | +80.1% | +52.6% | +27.4% | +48.5% |
| 1Y | +161.0% | +122.4% | +38.7% | +82.8% |
| 3Y | +862.4% | +208.5% | +654.0% | +459.8% |
| 5Y | +812.9% | +353.9% | +459.0% | +328.4% |
| 10Y | +1,094.7% | +1,187.3% | -92.5% | +225.4% |
| All | +437.3% | +30,013.3% | -29,576.0% | -76.3% |
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