+30.0%
TXG vs SCCO
+684.3%
-654.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.7% | +3.5% |
| 7D | +9.5% | -2.7% | +12.1% | +10.8% |
| 30D | +18.8% | -0.7% | +19.5% | +19.0% |
| 3M | +136.1% | +8.1% | +128.0% | +126.6% |
| 6M | +235.2% | +4.1% | +231.1% | +225.1% |
| YTD | +320.5% | +41.1% | +279.4% | +240.5% |
| 1Y | +425.2% | +95.6% | +329.6% | +255.7% |
| 3Y | +42.9% | +179.3% | -136.4% | -20.8% |
| 5Y | -62.8% | +308.3% | -371.1% | -82.9% |
| All | +30.0% | +684.3% | -654.2% | -58.5% |
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