-20.8%
TLT vs SCHD
+243.2%
-264.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -1.6% | -3.1% | +1.5% | -2.1% |
| 30D | -1.3% | -0.8% | -0.5% | -1.5% |
| 3M | -3.7% | +6.2% | -9.9% | -2.8% |
| 6M | -6.4% | +11.8% | -18.2% | -4.6% |
| YTD | -4.5% | +26.0% | -30.4% | -0.7% |
| 1Y | -5.9% | +28.1% | -34.0% | -1.8% |
| 3Y | -2.8% | +54.6% | -57.4% | +5.5% |
| 5Y | -35.1% | +60.3% | -95.4% | -28.4% |
| All | -20.8% | +243.2% | -264.0% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 10y: compounded portfolio wealth divided by compounded SCHD 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…
10y analysis · Full analysis span regression · 6 months rolling