+551.1%
SCHD vs TEL
+713.5%
-162.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | -2.3% | -0.8% | -2.2% |
| 30D | -0.8% | -6.1% | +5.2% | +1.4% |
| 3M | +6.2% | +1.7% | +4.5% | +4.8% |
| 6M | +11.8% | +1.6% | +10.2% | +9.1% |
| YTD | +26.0% | -9.1% | +35.0% | +27.6% |
| 1Y | +28.1% | -1.7% | +29.8% | +24.7% |
| 3Y | +54.6% | +67.3% | -12.7% | +16.7% |
| 5Y | +60.3% | +52.1% | +8.2% | +23.7% |
| 10Y | +242.1% | +299.3% | -57.2% | +68.7% |
| All | +551.1% | +713.5% | -162.4% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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