+553.6%
SCHD vs TKO
+2,521.6%
-1,968.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +27.6% |
| 3Y | +54.9% | +100.4% | -45.4% | +39.3% |
| 5Y | +60.9% | +294.3% | -233.4% | +31.2% |
| 10Y | +243.4% | +983.2% | -739.7% | +150.6% |
| All | +553.6% | +2,521.6% | -1,968.0% | +294.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling