+15.7%
SCHG vs TCOM
-42.5%
+58.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -0.7% | -9.5% | +8.8% | +0.7% |
| 30D | +0.2% | -10.7% | +11.0% | +1.8% |
| 3M | +2.2% | -14.6% | +16.9% | +4.5% |
| 6M | +15.0% | -19.3% | +34.3% | +18.7% |
| YTD | +9.2% | -42.9% | +52.1% | +17.1% |
| 1Y | +15.7% | -43.8% | +59.5% | +23.6% |
| All | +15.7% | -42.5% | +58.2% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 1y: compounded portfolio wealth divided by compounded TCOM 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…
1y analysis · Full analysis span regression · 6 months rolling