+1,122.9%
SCHG vs TKO
+1,857.0%
-734.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -1.0% | +2.3% | -3.4% | -1.5% |
| 30D | -1.3% | -2.5% | +1.2% | -0.9% |
| 3M | +5.4% | -10.6% | +16.0% | +7.2% |
| 6M | +14.4% | -5.1% | +19.5% | +14.9% |
| YTD | +8.0% | -8.2% | +16.2% | +8.9% |
| 1Y | +12.7% | -4.4% | +17.2% | +12.7% |
| 3Y | +85.6% | +100.4% | -14.8% | +60.6% |
| 5Y | +85.5% | +294.3% | -208.8% | +40.5% |
| 10Y | +456.0% | +983.2% | -527.1% | +247.8% |
| All | +1,122.9% | +1,857.0% | -734.1% | +466.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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