+566.6%
SCHD vs TYL
+1,195.5%
-628.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.1% |
| 7D | -0.3% | -3.7% | +3.4% | +0.5% |
| 30D | +3.4% | +18.7% | -15.3% | -0.6% |
| 3M | +7.6% | +18.1% | -10.5% | +3.1% |
| 6M | +12.2% | -1.1% | +13.3% | +11.4% |
| YTD | +29.0% | -19.8% | +48.8% | +33.7% |
| 1Y | +30.3% | -34.3% | +64.6% | +41.6% |
| 3Y | +56.1% | -8.2% | +64.4% | +53.9% |
| 5Y | +60.4% | -25.4% | +85.8% | +62.6% |
| 10Y | +241.3% | +115.6% | +125.7% | +161.6% |
| All | +566.6% | +1,195.5% | -628.9% | +203.4% |
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