+1,117.7%
SCHG vs TRMB
+355.9%
+761.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | +0.2% |
| 7D | -0.9% | -2.9% | +2.0% | +0.2% |
| 30D | -2.3% | -1.8% | -0.5% | -1.8% |
| 3M | +4.5% | +8.4% | -3.9% | +0.9% |
| 6M | +13.6% | -18.5% | +32.1% | +21.3% |
| YTD | +7.6% | -26.7% | +34.3% | +19.2% |
| 1Y | +13.0% | -28.3% | +41.3% | +25.9% |
| 3Y | +87.0% | +12.6% | +74.4% | +72.4% |
| 5Y | +82.9% | -38.7% | +121.6% | +106.8% |
| 10Y | +453.6% | +120.8% | +332.9% | +297.0% |
| All | +1,117.7% | +355.9% | +761.8% | +488.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling