+1,122.9%
SCHG vs TCOM
+112.8%
+1,010.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -1.0% | -4.9% | +3.9% | -0.2% |
| 30D | -1.3% | -14.4% | +13.1% | +1.3% |
| 3M | +5.4% | -17.7% | +23.1% | +8.5% |
| 6M | +14.4% | -25.1% | +39.5% | +19.6% |
| YTD | +8.0% | -45.7% | +53.8% | +18.6% |
| 1Y | +12.7% | -47.9% | +60.6% | +24.5% |
| 3Y | +85.6% | +8.9% | +76.7% | +76.0% |
| 5Y | +85.5% | +26.9% | +58.7% | +62.9% |
| 10Y | +456.0% | -11.2% | +467.2% | +390.2% |
| All | +1,122.9% | +112.8% | +1,010.1% | +741.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling