+1,085.5%
SCHG vs TMF
-53.5%
+1,139.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.9% |
| 7D | +2.7% | -9.3% | +12.0% | +1.7% |
| 30D | -5.2% | +1.9% | -7.1% | -4.9% |
| 3M | -5.2% | -11.2% | +6.1% | -6.2% |
| 6M | -0.6% | -17.7% | +17.1% | -2.4% |
| YTD | +4.7% | -24.5% | +29.2% | +1.9% |
| 1Y | +6.0% | -29.4% | +35.5% | +2.5% |
| 3Y | +78.9% | -33.4% | +112.3% | +74.8% |
| 5Y | +69.9% | -88.7% | +158.6% | +31.4% |
| 10Y | +433.0% | -82.5% | +515.4% | +383.1% |
| All | +1,085.5% | -53.5% | +1,139.0% | +1,480.4% |
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