+980.2%
SCHG vs TRGP
+2,246.2%
-1,266.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.7% | -0.6% | -2.2% | -2.6% |
| 30D | -2.2% | +10.0% | -12.2% | -3.9% |
| 3M | +6.2% | +7.6% | -1.4% | +4.5% |
| 6M | +13.4% | +26.8% | -13.4% | +8.1% |
| YTD | +7.1% | +60.6% | -53.4% | -2.2% |
| 1Y | +12.5% | +82.5% | -70.0% | +0.2% |
| 3Y | +86.2% | +265.0% | -178.8% | +46.1% |
| 5Y | +83.9% | +645.9% | -562.0% | +27.3% |
| 10Y | +451.3% | +850.6% | -399.4% | +224.0% |
| All | +980.2% | +2,246.2% | -1,266.0% | +306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling