+447.8%
SCHG vs TRGP
+863.3%
-415.4%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -1.3% | +8.0% | -9.3% | -2.7% |
| 3M | +5.4% | +8.3% | -2.8% | +3.6% |
| 6M | +14.4% | +23.9% | -9.5% | +9.4% |
| YTD | +8.0% | +59.6% | -51.6% | -1.5% |
| 1Y | +12.7% | +79.4% | -66.7% | +0.3% |
| 3Y | +85.6% | +269.4% | -183.8% | +44.6% |
| 5Y | +85.5% | +641.6% | -556.1% | +28.0% |
| All | +447.8% | +863.3% | -415.4% | +233.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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