+38.0%
SCHD vs TDY
+16.1%
+21.9%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.2% | -1.3% |
| 7D | -0.5% | -12.7% | +12.1% | +1.3% |
| 30D | +7.8% | -4.9% | +12.7% | +8.4% |
| 3M | +6.1% | -13.5% | +19.6% | +8.2% |
| 6M | +13.6% | -6.4% | +19.9% | +14.0% |
| YTD | +32.3% | +15.9% | +16.4% | +24.9% |
| 1Y | +38.0% | +15.4% | +22.6% | +30.4% |
| All | +38.0% | +16.1% | +21.9% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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