+135.2%
SCHD vs TXG
+27.0%
+108.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.3% | -2.9% | +0.1% |
| 7D | -2.0% | +9.5% | -11.4% | -2.7% |
| 30D | -0.4% | +18.8% | -19.2% | -1.9% |
| 3M | +5.7% | +136.1% | -130.4% | -2.2% |
| 6M | +11.9% | +235.2% | -223.4% | -0.2% |
| YTD | +26.4% | +320.5% | -294.1% | +10.1% |
| 1Y | +27.6% | +425.2% | -397.6% | +8.0% |
| 3Y | +54.9% | +42.9% | +12.0% | +42.2% |
| 5Y | +60.9% | -62.8% | +123.8% | +57.4% |
| All | +135.2% | +27.0% | +108.2% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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