+597.4%
SCHD vs TYL
+1,409.1%
-811.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +2.7% | +0.8% | +1.9% | +2.5% |
| 30D | +7.1% | +21.1% | -14.0% | +2.5% |
| 3M | +5.7% | +28.9% | -23.2% | -0.5% |
| 6M | +15.6% | +42.0% | -26.4% | +5.7% |
| YTD | +34.9% | -6.6% | +41.5% | +34.8% |
| 1Y | +37.4% | -9.1% | +46.4% | +38.1% |
| 3Y | +74.5% | +1.8% | +72.7% | +68.1% |
| 5Y | +63.7% | -22.9% | +86.6% | +65.0% |
| 10Y | +259.1% | +182.3% | +76.8% | +158.9% |
| All | +597.4% | +1,409.1% | -811.7% | +205.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling