+142.8%
SCHG vs TSLQ
-97.2%
+240.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +0.7% |
| 7D | -1.0% | -6.6% | +5.6% | -1.9% |
| 30D | -1.3% | -24.3% | +23.0% | -4.2% |
| 3M | +5.4% | -3.6% | +9.1% | +7.1% |
| 6M | +14.4% | -12.0% | +26.4% | +16.6% |
| YTD | +8.0% | +1.4% | +6.7% | +12.9% |
| 1Y | +12.7% | -43.6% | +56.3% | +11.3% |
| 3Y | +85.6% | -95.4% | +181.0% | +61.3% |
| All | +142.8% | -97.2% | +240.1% | +111.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling