+447.8%
SCHG vs TRMB
+121.9%
+326.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.3% |
| 7D | -1.0% | -3.0% | +2.0% | +0.2% |
| 30D | -1.3% | +2.3% | -3.6% | -2.4% |
| 3M | +5.4% | +15.3% | -9.9% | -1.4% |
| 6M | +14.4% | -14.7% | +29.1% | +21.1% |
| YTD | +8.0% | -26.4% | +34.4% | +21.3% |
| 1Y | +12.7% | -30.4% | +43.1% | +29.3% |
| 3Y | +85.6% | +13.5% | +72.1% | +67.2% |
| 5Y | +85.5% | -38.6% | +124.1% | +113.3% |
| All | +447.8% | +121.9% | +326.0% | +284.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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