+84.6%
TGT vs SCHG
+16.6%
+67.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +0.8% | -0.7% | +1.5% | +0.9% |
| 30D | +12.2% | +0.2% | +12.0% | +12.1% |
| 3M | +33.8% | +2.2% | +31.6% | +33.4% |
| 6M | +39.3% | +15.0% | +24.3% | +33.9% |
| YTD | +72.9% | +9.2% | +63.7% | +68.3% |
| 1Y | +84.6% | +15.7% | +68.8% | +85.3% |
| All | +84.6% | +16.6% | +67.9% | +85.3% |
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