+60.2%
SCHD vs TECK
+180.1%
-120.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.3% |
| 7D | -2.0% | -3.8% | +1.9% | -1.5% |
| 30D | -0.4% | +0.7% | -1.2% | -0.6% |
| 3M | +5.7% | +4.6% | +1.1% | +4.7% |
| 6M | +11.9% | +25.1% | -13.2% | +7.6% |
| YTD | +26.4% | +39.2% | -12.7% | +19.3% |
| 1Y | +27.6% | +60.3% | -32.7% | +17.5% |
| 3Y | +54.9% | +62.9% | -8.0% | +38.7% |
| All | +60.2% | +180.1% | -120.0% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling