+58.9%
SCHD vs TSLL
-30.6%
+89.5%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -11.8% | +11.1% | -0.4% |
| 7D | -0.3% | +1.9% | -2.2% | -0.4% |
| 30D | +3.4% | +17.8% | -14.3% | +2.7% |
| 3M | +7.6% | -37.0% | +44.6% | +8.7% |
| 6M | +12.2% | -37.7% | +49.8% | +13.0% |
| YTD | +29.0% | -51.4% | +80.3% | +30.9% |
| 1Y | +30.3% | -23.4% | +53.7% | +29.1% |
| All | +58.9% | -30.6% | +89.5% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling