+54.8%
SCHD vs TLN
+483.9%
-429.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +0.9% | -0.9% |
| 7D | -2.6% | +5.8% | -8.5% | -2.7% |
| 30D | -0.3% | -6.9% | +6.6% | -0.2% |
| 3M | +6.1% | -10.9% | +17.0% | +6.2% |
| 6M | +11.7% | -4.6% | +16.3% | +11.5% |
| YTD | +26.3% | -14.7% | +41.0% | +26.3% |
| 1Y | +28.8% | -17.9% | +46.7% | +28.8% |
| All | +54.8% | +483.9% | -429.1% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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