+74.5%
SCHD vs TTD
-75.6%
+150.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.5% |
| 7D | +2.7% | +21.3% | -18.6% | +1.7% |
| 30D | +7.1% | +28.7% | -21.6% | +5.8% |
| 3M | +5.7% | +7.7% | -1.9% | +5.2% |
| 6M | +15.6% | -23.5% | +39.1% | +16.4% |
| YTD | +34.9% | -58.7% | +93.6% | +39.8% |
| 1Y | +37.4% | -63.4% | +100.8% | +43.3% |
| 3Y | +74.5% | -75.3% | +149.8% | +71.1% |
| All | +74.5% | -75.6% | +150.1% | +71.1% |
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