+38.0%
SCHD vs TTWO
-15.9%
+53.9%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.1% |
| 7D | -0.5% | +10.3% | -10.9% | -0.4% |
| 30D | +7.8% | +5.3% | +2.5% | +7.9% |
| 3M | +6.1% | -9.2% | +15.3% | +5.7% |
| 6M | +13.6% | -4.4% | +17.9% | +13.6% |
| YTD | +32.3% | -16.7% | +49.0% | +30.5% |
| 1Y | +38.0% | -16.3% | +54.2% | +36.3% |
| All | +38.0% | -15.9% | +53.9% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling