+593.7%
SCHD vs TMF
-77.2%
+671.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.4% | +4.2% | -0.6% |
| 7D | +1.4% | -8.2% | +9.6% | +0.7% |
| 30D | +7.7% | +5.3% | +2.3% | +8.2% |
| 3M | +5.7% | -8.5% | +14.2% | +5.0% |
| 6M | +14.9% | -17.2% | +32.1% | +13.2% |
| YTD | +34.2% | -23.4% | +57.6% | +31.5% |
| 1Y | +36.8% | -30.2% | +67.0% | +32.9% |
| 3Y | +73.2% | -32.9% | +106.1% | +70.0% |
| 5Y | +62.8% | -88.5% | +151.4% | +29.7% |
| 10Y | +257.2% | -82.2% | +339.4% | +217.4% |
| All | +593.7% | -77.2% | +671.0% | +586.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling