-53.4%
TE vs SCHG
+200.2%
-253.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.4% | -6.3% | -6.3% |
| 7D | +0.9% | -2.7% | +3.6% | +3.6% |
| 30D | -16.3% | -2.2% | -14.1% | -14.2% |
| 3M | -40.8% | +6.2% | -46.9% | -43.3% |
| 6M | -42.6% | +13.4% | -56.0% | -47.8% |
| YTD | -31.4% | +7.1% | -38.5% | -33.9% |
| 1Y | +144.9% | +12.5% | +132.4% | +129.2% |
| 3Y | -26.0% | +86.2% | -112.2% | -50.4% |
| 5Y | -48.5% | +83.9% | -132.4% | -66.5% |
| All | -53.4% | +200.2% | -253.6% | -70.2% |
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 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