+14.0%
TFC vs SCHG
+84.3%
-70.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.4% |
| 7D | -2.4% | -1.0% | -1.4% | -1.7% |
| 30D | -3.4% | -1.3% | -2.1% | -2.6% |
| 3M | +0.4% | +5.4% | -5.0% | -3.3% |
| 6M | +12.7% | +14.4% | -1.7% | +2.3% |
| YTD | +5.6% | +8.0% | -2.4% | -0.4% |
| 1Y | +16.0% | +12.7% | +3.3% | +6.1% |
| 3Y | +94.0% | +85.6% | +8.4% | +25.2% |
| All | +14.0% | +84.3% | -70.3% | -30.2% |
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 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