+82.9%
SCHG vs TYL
-29.1%
+112.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -0.9% | -8.6% | +7.7% | +2.4% |
| 30D | -2.3% | +7.5% | -9.8% | -5.1% |
| 3M | +4.5% | +10.9% | -6.4% | -0.6% |
| 6M | +13.6% | -6.7% | +20.3% | +15.0% |
| YTD | +7.6% | -24.5% | +32.1% | +18.5% |
| 1Y | +13.0% | -38.6% | +51.7% | +36.9% |
| 3Y | +87.0% | -12.6% | +99.6% | +81.2% |
| 5Y | +82.9% | -28.2% | +111.1% | +89.4% |
| All | +82.9% | -29.1% | +112.0% | +89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling