+434.6%
SCHG vs TYL
+183.6%
+251.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +2.7% | +0.8% | +1.9% | +2.4% |
| 30D | -5.2% | +21.1% | -26.3% | -12.7% |
| 3M | -5.2% | +28.9% | -34.1% | -15.4% |
| 6M | -0.6% | +42.0% | -42.6% | -16.1% |
| YTD | +4.7% | -6.6% | +11.3% | +4.6% |
| 1Y | +6.0% | -9.1% | +15.1% | +7.1% |
| 3Y | +78.9% | +1.8% | +77.1% | +65.0% |
| 5Y | +69.9% | -22.9% | +92.8% | +74.7% |
| All | +434.6% | +183.6% | +251.0% | +223.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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