+58.3%
SCHD vs TYL
-6.7%
+65.0%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.3% |
| 7D | -0.3% | -3.7% | +3.4% | +0.2% |
| 30D | +3.4% | +18.7% | -15.3% | +1.1% |
| 3M | +7.6% | +18.1% | -10.5% | +5.1% |
| 6M | +12.2% | -1.1% | +13.3% | +11.9% |
| YTD | +29.0% | -19.8% | +48.8% | +33.5% |
| 1Y | +30.3% | -34.3% | +64.6% | +40.6% |
| All | +58.3% | -6.7% | +65.0% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling