+553.6%
SCHD vs TDY
+1,030.7%
-477.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.1% |
| 7D | -2.0% | -1.1% | -0.8% | -1.5% |
| 30D | -0.4% | -12.0% | +11.6% | +4.5% |
| 3M | +5.7% | -3.2% | +8.9% | +6.7% |
| 6M | +11.9% | -7.9% | +19.7% | +14.6% |
| YTD | +26.4% | +18.2% | +8.2% | +17.0% |
| 1Y | +27.6% | +6.7% | +21.0% | +22.6% |
| 3Y | +54.9% | +47.5% | +7.4% | +29.0% |
| 5Y | +60.9% | +39.5% | +21.4% | +35.0% |
| 10Y | +243.4% | +477.2% | -233.7% | +60.4% |
| All | +553.6% | +1,030.7% | -477.1% | +129.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling