+238.6%
SCHD vs TFC
+98.7%
+139.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | -2.0% | -2.4% | +0.5% | -1.1% |
| 30D | -0.4% | -3.4% | +3.0% | +0.7% |
| 3M | +5.7% | +0.4% | +5.3% | +5.3% |
| 6M | +11.9% | +12.7% | -0.8% | +6.7% |
| YTD | +26.4% | +5.6% | +20.9% | +23.1% |
| 1Y | +27.6% | +16.0% | +11.6% | +19.8% |
| 3Y | +54.9% | +94.0% | -39.0% | +18.2% |
| 5Y | +60.9% | +16.2% | +44.8% | +43.9% |
| All | +238.6% | +98.7% | +139.9% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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