+54.4%
SCHD vs TFC
+92.6%
-38.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -3.1% | -2.5% | -0.6% | -2.3% |
| 30D | -0.8% | -2.8% | +2.0% | 0.0% |
| 3M | +6.2% | +2.1% | +4.1% | +5.2% |
| 6M | +11.8% | +10.1% | +1.7% | +7.9% |
| YTD | +26.0% | +5.4% | +20.5% | +22.9% |
| 1Y | +28.1% | +16.3% | +11.8% | +20.7% |
| All | +54.4% | +92.6% | -38.2% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling