+1,122.9%
SCHG vs TDY
+1,460.2%
-337.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.4% | +0.3% |
| 7D | -1.0% | -1.1% | +0.1% | -0.5% |
| 30D | -1.3% | -12.0% | +10.8% | +4.8% |
| 3M | +5.4% | -3.2% | +8.6% | +6.8% |
| 6M | +14.4% | -7.9% | +22.3% | +18.3% |
| YTD | +8.0% | +18.2% | -10.2% | -1.6% |
| 1Y | +12.7% | +6.7% | +6.1% | +7.6% |
| 3Y | +85.6% | +47.5% | +38.1% | +49.3% |
| 5Y | +85.5% | +39.5% | +46.0% | +52.3% |
| 10Y | +456.0% | +477.2% | -21.2% | +112.5% |
| All | +1,122.9% | +1,460.2% | -337.3% | +166.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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