+2.8%
TLT vs SCHD
+74.7%
-71.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -1.0% | -0.5% |
| 7D | -3.1% | +2.7% | -5.8% | -3.6% |
| 30D | +1.0% | +7.1% | -6.1% | -0.3% |
| 3M | -2.7% | +5.7% | -8.5% | -3.8% |
| 6M | -4.1% | +15.6% | -19.7% | -6.7% |
| YTD | -5.4% | +34.9% | -40.3% | -10.4% |
| 1Y | -7.0% | +37.4% | -44.4% | -12.3% |
| 3Y | +2.8% | +74.5% | -71.7% | -8.6% |
| All | +2.8% | +74.7% | -71.9% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling