+1,135.8%
SCHG vs TMF
-48.2%
+1,183.9%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.2% | -0.8% |
| 7D | -0.7% | -1.4% | +0.7% | -0.8% |
| 30D | +0.2% | -2.8% | +3.1% | -0.1% |
| 3M | +2.2% | -10.9% | +13.1% | +1.1% |
| 6M | +15.0% | -21.3% | +36.3% | +12.2% |
| YTD | +9.2% | -15.9% | +25.0% | +7.3% |
| 1Y | +15.7% | -15.7% | +31.5% | +13.9% |
| 3Y | +87.3% | -43.4% | +130.6% | +79.1% |
| 5Y | +84.5% | -87.8% | +172.2% | +43.8% |
| 10Y | +448.7% | -86.7% | +535.4% | +367.9% |
| All | +1,135.8% | -48.2% | +1,183.9% | +1,564.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling