+60.3%
SCHD vs TXT
+10.7%
+49.6%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -3.1% | -0.2% | -2.9% | -3.0% |
| 30D | -0.8% | -10.2% | +9.4% | +2.8% |
| 3M | +6.2% | -13.3% | +19.5% | +11.0% |
| 6M | +11.8% | -14.4% | +26.2% | +17.0% |
| YTD | +26.0% | -9.1% | +35.1% | +28.5% |
| 1Y | +28.1% | -2.2% | +30.3% | +26.8% |
| 3Y | +54.6% | +5.1% | +49.5% | +45.2% |
| 5Y | +60.3% | +12.8% | +47.5% | +42.2% |
| All | +60.3% | +10.7% | +49.6% | +42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling