+60.2%
SCHD vs TSCO
-11.8%
+72.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -2.0% | -5.7% | +3.7% | -0.6% |
| 30D | -0.4% | -8.8% | +8.4% | +1.7% |
| 3M | +5.7% | +6.3% | -0.6% | +3.9% |
| 6M | +11.9% | -32.3% | +44.1% | +22.7% |
| YTD | +26.4% | -32.7% | +59.1% | +38.4% |
| 1Y | +27.6% | -43.7% | +71.3% | +46.5% |
| 3Y | +54.9% | -19.7% | +74.6% | +58.1% |
| All | +60.2% | -11.8% | +72.0% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling