+593.7%
SCHD vs TT
+2,805.2%
-2,211.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | +1.4% | +8.1% | -6.6% | -1.3% |
| 30D | +7.7% | -11.3% | +19.0% | +11.9% |
| 3M | +5.7% | -11.2% | +16.9% | +9.6% |
| 6M | +14.9% | -8.9% | +23.8% | +17.3% |
| YTD | +34.2% | +9.7% | +24.5% | +26.9% |
| 1Y | +36.8% | +1.3% | +35.5% | +33.2% |
| 3Y | +73.2% | +93.4% | -20.2% | +27.3% |
| 5Y | +62.8% | +133.5% | -70.7% | +8.0% |
| 10Y | +257.2% | +739.9% | -482.7% | +41.8% |
| All | +593.7% | +2,805.2% | -2,211.5% | +74.6% |
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