+238.6%
SCHD vs TSCO
+185.7%
+52.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.8% |
| 7D | -2.0% | -5.7% | +3.7% | -0.5% |
| 30D | -0.4% | -8.8% | +8.4% | +2.0% |
| 3M | +5.7% | +6.3% | -0.6% | +3.7% |
| 6M | +11.9% | -32.3% | +44.1% | +23.3% |
| YTD | +26.4% | -32.7% | +59.1% | +39.2% |
| 1Y | +27.6% | -43.7% | +71.3% | +47.5% |
| 3Y | +54.9% | -19.7% | +74.6% | +59.1% |
| 5Y | +60.9% | -11.6% | +72.5% | +57.7% |
| All | +238.6% | +185.7% | +52.9% | +136.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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