+1,122.9%
SCHG vs TD
+615.8%
+507.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.5% |
| 7D | -1.0% | -0.5% | -0.5% | -0.7% |
| 30D | -1.3% | -1.9% | +0.6% | -0.3% |
| 3M | +5.4% | +4.8% | +0.7% | +2.5% |
| 6M | +14.4% | +28.0% | -13.6% | -0.8% |
| YTD | +8.0% | +30.3% | -22.3% | -7.4% |
| 1Y | +12.7% | +59.8% | -47.0% | -14.0% |
| 3Y | +85.6% | +124.7% | -39.1% | +14.7% |
| 5Y | +85.5% | +127.0% | -41.4% | +13.0% |
| 10Y | +456.0% | +303.2% | +152.8% | +131.4% |
| All | +1,122.9% | +615.8% | +507.1% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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