+60.2%
SCHD vs TRMB
-39.0%
+99.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.1% | 0.0% |
| 7D | -2.0% | -3.0% | +1.1% | -1.2% |
| 30D | -0.4% | +2.3% | -2.7% | -1.1% |
| 3M | +5.7% | +15.3% | -9.6% | +1.6% |
| 6M | +11.9% | -14.7% | +26.6% | +15.9% |
| YTD | +26.4% | -26.4% | +52.8% | +35.9% |
| 1Y | +27.6% | -30.4% | +58.0% | +38.9% |
| 3Y | +54.9% | +13.5% | +41.4% | +43.1% |
| All | +60.2% | -39.0% | +99.1% | +69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 5y: compounded portfolio wealth divided by compounded TRMB 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…
5y analysis · Full analysis span regression · 6 months rolling