+559.1%
SCHD vs TXT
+342.9%
+216.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.3% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +1.5% | -11.1% | +12.6% | +5.4% |
| 3M | +7.4% | -13.0% | +20.4% | +12.0% |
| 6M | +12.4% | -16.2% | +28.6% | +18.3% |
| YTD | +27.5% | -8.7% | +36.2% | +30.1% |
| 1Y | +30.0% | -3.8% | +33.8% | +30.0% |
| 3Y | +56.5% | +5.5% | +51.0% | +49.5% |
| 5Y | +60.7% | +12.3% | +48.4% | +47.8% |
| 10Y | +237.8% | +97.4% | +140.4% | +140.7% |
| All | +559.1% | +342.9% | +216.2% | +268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling