+238.6%
SCHD vs TXT
+107.7%
+130.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | -0.4% |
| 7D | -2.0% | +2.5% | -4.4% | -2.8% |
| 30D | -0.4% | -8.9% | +8.4% | +2.9% |
| 3M | +5.7% | -13.6% | +19.3% | +10.9% |
| 6M | +11.9% | -13.1% | +25.0% | +16.8% |
| YTD | +26.4% | -7.0% | +33.5% | +28.2% |
| 1Y | +27.6% | -1.4% | +29.0% | +26.4% |
| 3Y | +54.9% | +7.0% | +48.0% | +46.2% |
| 5Y | +60.9% | +15.4% | +45.5% | +44.6% |
| All | +238.6% | +107.7% | +130.9% | +134.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling