+73.5%
SCHD vs TSLL
-9.8%
+83.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.9% | -9.5% | +1.0% |
| 7D | -0.7% | -14.3% | +13.6% | -0.3% |
| 30D | +7.9% | -6.2% | +14.1% | +7.9% |
| 3M | +6.0% | +21.2% | -15.2% | +5.0% |
| 6M | +14.5% | -36.6% | +51.1% | +15.3% |
| YTD | +33.2% | -47.8% | +80.9% | +34.5% |
| 1Y | +38.1% | -45.2% | +83.3% | +38.9% |
| 3Y | +73.5% | -3.3% | +76.8% | +66.2% |
| All | +73.5% | -9.8% | +83.3% | +66.2% |
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