+238.1%
SCHG vs TXG
+22.9%
+215.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +0.9% | -0.2% |
| 7D | -2.7% | +5.0% | -7.7% | -3.6% |
| 30D | -2.2% | +13.5% | -15.7% | -4.5% |
| 3M | +6.2% | +128.0% | -121.9% | -8.8% |
| 6M | +13.4% | +224.4% | -211.1% | -9.3% |
| YTD | +7.1% | +307.0% | -299.9% | -18.3% |
| 1Y | +12.5% | +427.2% | -414.7% | -19.2% |
| 3Y | +86.2% | +40.2% | +46.0% | +59.1% |
| 5Y | +83.9% | -64.0% | +148.0% | +85.3% |
| All | +238.1% | +22.9% | +215.1% | +165.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling