+5,276.2%
TDG vs SCHG
+1,132.2%
+4,144.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.4% |
| 7D | -1.9% | -1.0% | -0.8% | -1.0% |
| 30D | -7.7% | -1.3% | -6.4% | -6.7% |
| 3M | -9.3% | +5.4% | -14.8% | -13.7% |
| 6M | -9.4% | +14.4% | -23.8% | -19.9% |
| YTD | -14.3% | +8.0% | -22.3% | -20.3% |
| 1Y | -11.8% | +12.7% | -24.6% | -21.6% |
| 3Y | +52.0% | +85.6% | -33.6% | -17.0% |
| 5Y | +128.8% | +85.5% | +43.3% | +22.4% |
| 10Y | +543.8% | +456.0% | +87.8% | +15.6% |
| All | +5,276.2% | +1,132.2% | +4,144.0% | +332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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