+41.8%
TGT vs SCHG
+86.3%
-44.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -5.2% | -1.0% | -4.2% | -4.8% |
| 30D | +1.2% | -1.3% | +2.5% | +1.7% |
| 3M | +18.4% | +5.4% | +12.9% | +15.6% |
| 6M | +33.4% | +14.4% | +19.0% | +25.1% |
| YTD | +63.8% | +8.0% | +55.8% | +57.7% |
| 1Y | +77.2% | +12.7% | +64.4% | +66.8% |
| 3Y | +41.8% | +85.6% | -43.8% | +9.0% |
| All | +41.8% | +86.3% | -44.5% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling