+60.7%
SCHD vs TYL
-28.2%
+88.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.5% | +3.3% | -0.3% |
| 7D | -1.1% | -7.6% | +6.5% | +0.3% |
| 30D | +1.5% | +11.3% | -9.8% | -0.6% |
| 3M | +7.4% | +14.5% | -7.1% | +4.4% |
| 6M | +12.4% | -7.1% | +19.5% | +13.3% |
| YTD | +27.5% | -23.4% | +50.9% | +33.4% |
| 1Y | +30.0% | -38.6% | +68.6% | +42.9% |
| 3Y | +56.5% | -11.3% | +67.8% | +55.4% |
| 5Y | +60.7% | -28.0% | +88.6% | +59.1% |
| All | +60.7% | -28.2% | +88.8% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling