+566.6%
SCHD vs TT
+2,968.6%
-2,402.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +3.4% | -7.2% | +10.6% | +6.1% |
| 3M | +7.6% | -3.0% | +10.6% | +8.1% |
| 6M | +12.2% | +1.4% | +10.8% | +10.3% |
| YTD | +29.0% | +15.9% | +13.1% | +20.3% |
| 1Y | +30.3% | +9.4% | +20.9% | +23.7% |
| 3Y | +56.1% | +124.4% | -68.2% | +8.3% |
| 5Y | +60.4% | +138.0% | -77.6% | +6.3% |
| 10Y | +241.3% | +886.4% | -645.1% | +28.7% |
| All | +566.6% | +2,968.6% | -2,402.0% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 all: compounded portfolio wealth divided by compounded TT 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…
all analysis · Full analysis span regression · 6 months rolling