+148.6%
TE vs SCHG
+16.6%
+132.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +3.7% |
| 7D | -4.0% | -0.7% | -3.3% | -2.0% |
| 30D | -15.9% | +0.2% | -16.1% | -16.0% |
| 3M | -60.5% | +2.2% | -62.8% | -61.4% |
| 6M | -35.2% | +15.0% | -50.2% | -48.1% |
| YTD | -31.1% | +9.2% | -40.3% | -36.5% |
| 1Y | +148.6% | +15.7% | +132.9% | +131.2% |
| All | +148.6% | +16.6% | +132.0% | +131.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling