+551.1%
SCHD vs TCOM
+140.6%
+410.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -3.1% | -6.5% | +3.4% | -2.5% |
| 30D | -0.8% | -16.2% | +15.4% | +0.9% |
| 3M | +6.2% | -19.3% | +25.5% | +8.3% |
| 6M | +11.8% | -27.2% | +39.0% | +15.1% |
| YTD | +26.0% | -46.2% | +72.1% | +33.1% |
| 1Y | +28.1% | -46.6% | +74.8% | +35.5% |
| 3Y | +54.6% | +8.4% | +46.2% | +49.1% |
| 5Y | +60.3% | +25.8% | +34.5% | +47.2% |
| 10Y | +242.1% | -11.9% | +254.0% | +212.9% |
| All | +551.1% | +140.6% | +410.4% | +460.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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