+553.0%
SCHD vs TTMI
+1,034.7%
-481.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.9% | +3.0% | -0.4% |
| 7D | -2.6% | +7.5% | -10.1% | -3.7% |
| 30D | -0.3% | -4.5% | +4.2% | -0.1% |
| 3M | +6.1% | -28.5% | +34.6% | +9.6% |
| 6M | +11.7% | +28.4% | -16.6% | +3.5% |
| YTD | +26.3% | +80.1% | -53.7% | +9.1% |
| 1Y | +28.8% | +161.0% | -132.3% | +2.4% |
| 3Y | +55.0% | +862.4% | -807.4% | -6.9% |
| 5Y | +60.0% | +812.9% | -752.9% | -5.3% |
| 10Y | +243.1% | +1,094.7% | -851.6% | +85.9% |
| All | +553.0% | +1,034.7% | -481.7% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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