+241.0%
SCHG vs TXG
+27.0%
+214.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.5% | +0.3% |
| 7D | -1.0% | +9.5% | -10.5% | -2.6% |
| 30D | -1.3% | +18.8% | -20.0% | -4.3% |
| 3M | +5.4% | +136.1% | -130.7% | -10.0% |
| 6M | +14.4% | +235.2% | -220.8% | -9.0% |
| YTD | +8.0% | +320.5% | -312.5% | -18.0% |
| 1Y | +12.7% | +425.2% | -412.5% | -18.9% |
| 3Y | +85.6% | +42.9% | +42.7% | +58.2% |
| 5Y | +85.5% | -62.8% | +148.3% | +85.9% |
| All | +241.0% | +27.0% | +214.0% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 10y: compounded portfolio wealth divided by compounded TXG 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…
10y analysis · Full analysis span regression · 6 months rolling