+56.5%
SCHD vs TMF
-42.4%
+98.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -1.1% | +1.0% | -2.1% | -1.2% |
| 30D | +1.5% | -1.8% | +3.3% | +1.6% |
| 3M | +7.4% | -8.2% | +15.7% | +7.9% |
| 6M | +12.4% | -19.5% | +31.9% | +13.8% |
| YTD | +27.5% | -16.0% | +43.5% | +28.7% |
| 1Y | +30.0% | -22.5% | +52.5% | +31.9% |
| 3Y | +56.5% | -42.3% | +98.8% | +58.0% |
| All | +56.5% | -42.4% | +98.9% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling