+238.6%
SCHD vs TMF
-86.4%
+325.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -2.0% | -5.1% | +3.1% | -2.3% |
| 30D | -0.4% | -4.6% | +4.2% | -0.7% |
| 3M | +5.7% | -16.6% | +22.3% | +4.5% |
| 6M | +11.9% | -19.9% | +31.8% | +10.3% |
| YTD | +26.4% | -20.2% | +46.6% | +24.7% |
| 1Y | +27.6% | -27.7% | +55.3% | +25.0% |
| 3Y | +54.9% | -43.9% | +98.9% | +50.0% |
| 5Y | +60.9% | -88.4% | +149.3% | +26.5% |
| All | +238.6% | -86.4% | +325.1% | +187.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling