+553.6%
SCHD vs TTWO
+1,455.7%
-902.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.0% | +0.4% | -2.3% | -2.0% |
| 30D | -0.4% | -11.3% | +10.9% | +1.3% |
| 3M | +5.7% | +1.6% | +4.1% | +5.2% |
| 6M | +11.9% | +2.1% | +9.8% | +11.0% |
| YTD | +26.4% | -15.8% | +42.3% | +28.8% |
| 1Y | +27.6% | -12.6% | +40.2% | +29.0% |
| 3Y | +54.9% | +48.2% | +6.7% | +42.8% |
| 5Y | +60.9% | +40.0% | +21.0% | +46.6% |
| 10Y | +243.4% | +404.1% | -160.7% | +148.9% |
| All | +553.6% | +1,455.7% | -902.2% | +311.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling