+261.9%
SCHG vs TW
+206.7%
+55.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -1.0% | -4.5% | +3.4% | +0.4% |
| 30D | -1.3% | -2.3% | +1.0% | -0.6% |
| 3M | +5.4% | +2.6% | +2.8% | +3.7% |
| 6M | +14.4% | -17.5% | +32.0% | +20.7% |
| YTD | +8.0% | -5.3% | +13.3% | +8.0% |
| 1Y | +12.7% | -14.8% | +27.5% | +16.8% |
| 3Y | +85.6% | +18.8% | +66.8% | +64.5% |
| 5Y | +85.5% | +20.7% | +64.8% | +59.5% |
| All | +261.9% | +206.7% | +55.2% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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