+559.1%
SCHD vs TFC
+287.1%
+272.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.3% |
| 7D | -1.1% | +2.2% | -3.4% | -2.0% |
| 30D | +1.5% | -2.5% | +4.0% | +2.4% |
| 3M | +7.4% | +4.5% | +2.9% | +5.4% |
| 6M | +12.4% | +11.0% | +1.4% | +7.6% |
| YTD | +27.5% | +5.9% | +21.6% | +23.9% |
| 1Y | +30.0% | +14.6% | +15.4% | +22.5% |
| 3Y | +56.5% | +96.7% | -40.2% | +18.1% |
| 5Y | +60.7% | +15.6% | +45.1% | +43.3% |
| 10Y | +237.8% | +98.6% | +139.2% | +124.4% |
| All | +559.1% | +287.1% | +272.1% | +216.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling