+447.8%
SCHG vs TXT
+107.7%
+340.1%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | 0.0% |
| 7D | -1.0% | +2.5% | -3.5% | -1.9% |
| 30D | -1.3% | -8.9% | +7.6% | +2.0% |
| 3M | +5.4% | -13.6% | +19.0% | +10.6% |
| 6M | +14.4% | -13.1% | +27.5% | +19.4% |
| YTD | +8.0% | -7.0% | +15.0% | +9.5% |
| 1Y | +12.7% | -1.4% | +14.1% | +11.6% |
| 3Y | +85.6% | +7.0% | +78.7% | +75.1% |
| 5Y | +85.5% | +15.4% | +70.1% | +68.7% |
| All | +447.8% | +107.7% | +340.1% | +295.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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