+250.9%
TFC vs SCHG
+1,127.0%
-876.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.2% |
| 7D | -1.3% | -0.9% | -0.4% | -0.5% |
| 30D | -2.3% | -2.3% | -0.1% | -0.4% |
| 3M | +2.5% | +4.5% | -2.1% | -1.9% |
| 6M | +9.5% | +13.6% | -4.1% | -3.0% |
| YTD | +5.1% | +7.6% | -2.5% | -2.4% |
| 1Y | +15.5% | +13.0% | +2.4% | +2.2% |
| 3Y | +95.2% | +87.0% | +8.2% | +7.6% |
| 5Y | +14.5% | +82.9% | -68.4% | -37.4% |
| 10Y | +97.2% | +453.6% | -356.4% | -67.5% |
| All | +250.9% | +1,127.0% | -876.1% | -76.0% |
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