+85.7%
SCHG vs TRGP
+628.1%
-542.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | +5.4% | +8.3% | -2.8% | +2.7% |
| 6M | +14.4% | +23.9% | -9.5% | +6.8% |
| YTD | +8.0% | +59.6% | -51.6% | -6.6% |
| 1Y | +12.7% | +79.4% | -66.7% | -6.5% |
| 3Y | +85.6% | +269.4% | -183.8% | +21.3% |
| All | +85.7% | +628.1% | -542.3% | +0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling