+56.5%
SCHD vs TPR
+292.6%
-236.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.7% | +2.6% | -0.6% |
| 7D | -1.1% | -3.4% | +2.2% | -0.7% |
| 30D | +1.5% | -27.3% | +28.8% | +5.6% |
| 3M | +7.4% | -16.2% | +23.6% | +9.4% |
| 6M | +12.4% | -17.9% | +30.2% | +14.4% |
| YTD | +27.5% | -7.1% | +34.6% | +27.2% |
| 1Y | +30.0% | +13.6% | +16.4% | +25.3% |
| 3Y | +56.5% | +293.7% | -237.3% | +14.2% |
| All | +56.5% | +292.6% | -236.1% | +14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling