+60.0%
SCHD vs TSLL
-54.0%
+114.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.9% | -9.0% | -1.4% |
| 7D | -1.1% | +5.8% | -6.9% | -1.4% |
| 30D | +1.5% | +21.7% | -20.2% | +0.6% |
| 3M | +7.4% | -28.2% | +35.6% | +8.1% |
| 6M | +12.4% | -29.5% | +41.8% | +12.7% |
| YTD | +27.5% | -47.5% | +75.1% | +29.3% |
| 1Y | +30.0% | -20.8% | +50.8% | +28.5% |
| 3Y | +56.5% | -26.7% | +83.2% | +46.2% |
| All | +60.0% | -54.0% | +114.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 TSLL 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