+553.6%
SCHD vs TMO
+1,157.0%
-603.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.0% | -0.6% | -1.3% | -1.7% |
| 30D | -0.4% | +1.1% | -1.5% | -0.9% |
| 3M | +5.7% | +28.3% | -22.6% | -3.2% |
| 6M | +11.9% | +23.3% | -11.4% | +3.1% |
| YTD | +26.4% | +5.5% | +21.0% | +22.7% |
| 1Y | +27.6% | +24.5% | +3.1% | +16.2% |
| 3Y | +54.9% | +19.6% | +35.4% | +40.6% |
| 5Y | +60.9% | +8.1% | +52.8% | +48.4% |
| 10Y | +243.4% | +336.7% | -93.3% | +76.7% |
| All | +553.6% | +1,157.0% | -603.4% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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