+566.6%
SCHD vs TMF
-75.0%
+641.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -0.3% | -1.4% | +1.1% | -0.4% |
| 30D | +3.4% | -2.8% | +6.3% | +3.2% |
| 3M | +7.6% | -10.9% | +18.5% | +6.6% |
| 6M | +12.2% | -21.3% | +33.5% | +10.0% |
| YTD | +29.0% | -15.9% | +44.8% | +27.3% |
| 1Y | +30.3% | -15.7% | +46.0% | +28.7% |
| 3Y | +56.1% | -43.4% | +99.5% | +50.3% |
| 5Y | +60.4% | -87.8% | +148.2% | +28.5% |
| 10Y | +241.3% | -86.7% | +328.0% | +191.8% |
| All | +566.6% | -75.0% | +641.6% | +564.5% |
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