+1,135.8%
SCHG vs TYL
+1,715.6%
-579.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | +0.7% |
| 7D | -0.7% | -3.7% | +3.0% | +0.7% |
| 30D | +0.2% | +18.7% | -18.5% | -6.4% |
| 3M | +2.2% | +18.1% | -15.9% | -5.4% |
| 6M | +15.0% | -1.1% | +16.1% | +13.3% |
| YTD | +9.2% | -19.8% | +29.0% | +15.7% |
| 1Y | +15.7% | -34.3% | +50.0% | +32.6% |
| 3Y | +87.3% | -8.2% | +95.5% | +81.9% |
| 5Y | +84.5% | -25.4% | +109.9% | +91.8% |
| 10Y | +448.7% | +115.6% | +333.1% | +275.8% |
| All | +1,135.8% | +1,715.6% | -579.8% | +203.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling