+85.7%
SCHG vs TRMB
-39.0%
+124.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.6% | +0.2% |
| 7D | -1.0% | -3.0% | +2.0% | +0.3% |
| 30D | -1.3% | +2.3% | -3.6% | -2.4% |
| 3M | +5.4% | +15.3% | -9.9% | -2.0% |
| 6M | +14.4% | -14.7% | +29.1% | +21.8% |
| YTD | +8.0% | -26.4% | +34.4% | +22.9% |
| 1Y | +12.7% | -30.4% | +43.1% | +31.3% |
| 3Y | +85.6% | +13.5% | +72.1% | +63.4% |
| All | +85.7% | -39.0% | +124.7% | +127.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling