+46.6%
TEM vs SCHG
+42.0%
+4.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | -1.3% |
| 7D | -8.7% | -1.0% | -7.6% | -6.6% |
| 30D | +8.1% | -1.3% | +9.3% | +11.4% |
| 3M | +19.0% | +5.4% | +13.6% | +8.1% |
| 6M | +12.0% | +14.4% | -2.4% | -12.7% |
| YTD | -0.1% | +8.0% | -8.1% | -12.4% |
| 1Y | -33.5% | +12.7% | -46.3% | -46.2% |
| All | +46.6% | +42.0% | +4.6% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling