+551.1%
SCHD vs TNA
+588.0%
-36.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.3% |
| 7D | -3.1% | -7.6% | +4.5% | -1.6% |
| 30D | -0.8% | -13.6% | +12.8% | +1.9% |
| 3M | +6.2% | +2.8% | +3.4% | +5.0% |
| 6M | +11.8% | +34.5% | -22.7% | +3.7% |
| YTD | +26.0% | +41.0% | -15.1% | +15.1% |
| 1Y | +28.1% | +52.0% | -23.9% | +14.1% |
| 3Y | +54.6% | +103.5% | -48.9% | +19.9% |
| 5Y | +60.3% | -22.5% | +82.9% | +38.8% |
| 10Y | +242.1% | +81.9% | +160.3% | +99.9% |
| All | +551.1% | +588.0% | -36.9% | +168.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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