+412.3%
TGT vs SCHG
+1,132.2%
-719.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.5% |
| 7D | -5.2% | -1.0% | -4.2% | -4.6% |
| 30D | +1.2% | -1.3% | +2.5% | +2.0% |
| 3M | +18.4% | +5.4% | +12.9% | +14.4% |
| 6M | +33.4% | +14.4% | +19.0% | +22.1% |
| YTD | +63.8% | +8.0% | +55.8% | +55.1% |
| 1Y | +77.2% | +12.7% | +64.4% | +63.1% |
| 3Y | +41.8% | +85.6% | -43.8% | -6.5% |
| 5Y | -25.5% | +85.5% | -111.1% | -51.6% |
| 10Y | +204.9% | +456.0% | -251.1% | -2.5% |
| All | +412.3% | +1,132.2% | -719.9% | -2.3% |
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 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