-10.5%
TEM vs SCHG
+5.5%
-16.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -5.4% |
| 7D | -1.3% | -2.5% | +1.2% | +4.1% |
| 30D | -9.5% | -5.4% | -4.1% | +2.0% |
| 3M | +60.7% | -2.2% | +62.9% | +69.2% |
| 6M | +35.5% | +5.2% | +30.3% | +24.5% |
| YTD | +28.0% | +6.8% | +21.3% | +16.7% |
| 1Y | -10.5% | +5.9% | -16.4% | -15.6% |
| All | -10.5% | +5.5% | -16.0% | -15.6% |
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