+5.9%
SCHG vs TSLQ
-17.8%
+23.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | +2.0% |
| 7D | -2.5% | +9.8% | -12.4% | -1.4% |
| 30D | -5.4% | -6.0% | +0.6% | -5.9% |
| 3M | -2.2% | -35.0% | +32.8% | -6.1% |
| 6M | +5.2% | -24.9% | +30.1% | +4.5% |
| YTD | +6.8% | -12.7% | +19.5% | +9.1% |
| 1Y | +5.9% | -21.0% | +26.9% | +7.6% |
| All | +5.9% | -17.8% | +23.7% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling