+443.2%
SCHG vs TMF
-86.4%
+529.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | -0.6% |
| 7D | -2.7% | -4.8% | +2.0% | -2.9% |
| 30D | -2.2% | -4.9% | +2.7% | -2.4% |
| 3M | +6.2% | -13.4% | +19.6% | +5.5% |
| 6M | +13.4% | -23.0% | +36.4% | +12.1% |
| YTD | +7.1% | -20.2% | +27.3% | +6.1% |
| 1Y | +12.5% | -26.5% | +39.0% | +11.1% |
| 3Y | +86.2% | -45.2% | +131.4% | +82.0% |
| 5Y | +83.9% | -88.4% | +172.3% | +54.8% |
| All | +443.2% | -86.4% | +529.6% | +400.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling