+88.3%
SCHG vs TYL
-10.9%
+99.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | 0.0% |
| 7D | -0.1% | -7.6% | +7.5% | +1.3% |
| 30D | -1.5% | +11.3% | -12.8% | -3.4% |
| 3M | +4.4% | +14.5% | -10.1% | +1.4% |
| 6M | +15.7% | -7.1% | +22.9% | +17.4% |
| YTD | +8.3% | -23.4% | +31.7% | +15.5% |
| 1Y | +14.2% | -38.6% | +52.8% | +30.2% |
| 3Y | +88.3% | -11.3% | +99.6% | +91.8% |
| All | +88.3% | -10.9% | +99.1% | +91.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling