+96.7%
SCHG vs TLN
+571.8%
-475.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | -2.7% | +2.0% | -4.7% | -3.1% |
| 30D | -2.2% | -12.9% | +10.7% | -0.1% |
| 3M | +6.2% | -7.4% | +13.6% | +6.7% |
| 6M | +13.4% | -6.0% | +19.4% | +12.8% |
| YTD | +7.1% | -16.9% | +24.0% | +8.2% |
| 1Y | +12.5% | -22.6% | +35.2% | +14.8% |
| 3Y | +86.2% | +469.0% | -382.8% | +31.6% |
| All | +96.7% | +571.8% | -475.1% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 5y: compounded portfolio wealth divided by compounded TLN 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…
5y analysis · Full analysis span regression · 6 months rolling