+63.6%
SCHD vs TTD
-84.3%
+147.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.8% | +0.4% |
| 7D | +2.7% | +21.3% | -18.6% | +1.2% |
| 30D | +7.1% | +28.7% | -21.6% | +5.1% |
| 3M | +5.7% | +7.7% | -1.9% | +4.9% |
| 6M | +15.6% | -23.5% | +39.1% | +17.0% |
| YTD | +34.9% | -58.7% | +93.6% | +42.4% |
| 1Y | +37.4% | -63.4% | +100.8% | +46.3% |
| 3Y | +74.5% | -75.3% | +149.8% | +82.8% |
| All | +63.6% | -84.3% | +147.9% | +69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling