+54.4%
SCHD vs TTD
-83.5%
+137.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -3.1% | -7.4% | +4.3% | -2.8% |
| 30D | -0.8% | +3.0% | -3.8% | -1.0% |
| 3M | +6.2% | -27.6% | +33.8% | +7.6% |
| 6M | +11.8% | -49.5% | +61.3% | +15.0% |
| YTD | +26.0% | -63.2% | +89.2% | +31.7% |
| 1Y | +28.1% | -69.7% | +97.9% | +35.4% |
| All | +54.4% | -83.5% | +137.9% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling