+238.6%
SCHD vs TECK
+377.7%
-139.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -2.0% | -3.8% | +1.9% | -1.4% |
| 30D | -0.4% | +0.7% | -1.2% | -0.6% |
| 3M | +5.7% | +4.6% | +1.1% | +4.5% |
| 6M | +11.9% | +25.1% | -13.2% | +6.8% |
| YTD | +26.4% | +39.2% | -12.7% | +18.0% |
| 1Y | +27.6% | +60.3% | -32.7% | +15.9% |
| 3Y | +54.9% | +62.9% | -8.0% | +36.8% |
| 5Y | +60.9% | +181.5% | -120.5% | +24.5% |
| All | +238.6% | +377.7% | -139.0% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 TECK 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