+238.4%
SCHD vs TTD
+398.8%
-160.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.3% | +0.2% |
| 7D | -2.0% | -0.6% | -1.3% | -1.9% |
| 30D | -0.4% | +6.3% | -6.7% | -0.9% |
| 3M | +5.7% | -24.1% | +29.9% | +7.5% |
| 6M | +11.9% | -47.4% | +59.3% | +16.5% |
| YTD | +26.4% | -62.2% | +88.7% | +34.7% |
| 1Y | +27.6% | -68.3% | +95.9% | +37.7% |
| 3Y | +54.9% | -83.4% | +138.4% | +69.6% |
| 5Y | +60.9% | -80.3% | +141.2% | +66.3% |
| All | +238.4% | +398.8% | -160.4% | +175.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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