+238.6%
SCHD vs TPR
+327.7%
-89.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.1% |
| 7D | -2.0% | -3.0% | +1.0% | -1.4% |
| 30D | -0.4% | -22.6% | +22.2% | +4.6% |
| 3M | +5.7% | -18.2% | +23.9% | +9.5% |
| 6M | +11.9% | -18.0% | +29.9% | +15.3% |
| YTD | +26.4% | -6.4% | +32.8% | +26.1% |
| 1Y | +27.6% | +12.3% | +15.3% | +21.7% |
| 3Y | +54.9% | +298.7% | -243.7% | +7.0% |
| 5Y | +60.9% | +232.5% | -171.6% | +12.0% |
| All | +238.6% | +327.7% | -89.1% | +97.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling