+71.1%
SCHG vs TYL
-21.6%
+92.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | -1.3% | +4.3% | -5.6% | -2.8% |
| 30D | -7.9% | +28.0% | -35.8% | -15.9% |
| 3M | -5.4% | +32.3% | -37.8% | -15.2% |
| 6M | -0.6% | +29.9% | -30.5% | -11.3% |
| YTD | +4.1% | -7.1% | +11.2% | +5.9% |
| 1Y | +2.8% | -9.2% | +12.0% | +5.5% |
| 3Y | +77.7% | +0.7% | +76.9% | +65.6% |
| All | +71.1% | -21.6% | +92.6% | +78.5% |
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