+60.2%
SCHD vs TKO
+291.2%
-231.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | -2.0% | +2.3% | -4.3% | -2.3% |
| 30D | -0.4% | -2.5% | +2.1% | -0.2% |
| 3M | +5.7% | -10.6% | +16.3% | +7.0% |
| 6M | +11.9% | -5.1% | +16.9% | +12.2% |
| YTD | +26.4% | -8.2% | +34.7% | +27.2% |
| 1Y | +27.6% | -4.4% | +32.0% | +27.5% |
| 3Y | +54.9% | +100.4% | -45.4% | +39.3% |
| All | +60.2% | +291.2% | -231.1% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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