+256.2%
SCHD vs TYL
+182.7%
+73.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +0.8% | +4.3% | -3.5% | -0.2% |
| 30D | +8.4% | +28.0% | -19.5% | +2.2% |
| 3M | +5.6% | +32.3% | -26.7% | -1.5% |
| 6M | +15.1% | +29.9% | -14.8% | +7.2% |
| YTD | +33.8% | -7.1% | +40.9% | +34.3% |
| 1Y | +38.5% | -9.2% | +47.8% | +39.8% |
| 3Y | +72.7% | +0.7% | +72.0% | +66.4% |
| 5Y | +63.1% | -21.1% | +84.2% | +64.4% |
| All | +256.2% | +182.7% | +73.5% | +148.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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