-16.3%
TTWO vs SCCO
+34.4%
-50.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.5% | +8.6% | +2.4% |
| 7D | +10.3% | -12.9% | +23.2% | +11.0% |
| 30D | +5.3% | -18.2% | +23.6% | +6.2% |
| 3M | -9.2% | -13.7% | +4.5% | -8.8% |
| 6M | -4.4% | +0.9% | -5.3% | -5.5% |
| YTD | -16.7% | +21.8% | -38.5% | -17.7% |
| 1Y | -16.3% | +30.5% | -46.7% | -18.8% |
| All | -16.3% | +34.4% | -50.7% | -18.8% |
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