+259.6%
SCHD vs TPR
+364.3%
-104.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +7.1% | +15.1% | -8.0% | +3.8% |
| 3M | +5.7% | +3.5% | +2.2% | +4.7% |
| 6M | +15.6% | +0.4% | +15.1% | +14.3% |
| YTD | +34.9% | +4.6% | +30.3% | +31.2% |
| 1Y | +37.4% | +33.1% | +4.2% | +26.5% |
| 3Y | +74.5% | +396.0% | -321.4% | +14.6% |
| 5Y | +63.7% | +230.3% | -166.6% | +14.5% |
| All | +259.6% | +364.3% | -104.7% | +106.9% |
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