+328.6%
TMO vs SCHG
+459.0%
-130.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | -0.6% | -1.0% | +0.4% | +0.1% |
| 30D | +1.1% | -1.3% | +2.4% | +2.0% |
| 3M | +28.3% | +5.4% | +22.9% | +23.2% |
| 6M | +23.3% | +14.4% | +8.8% | +11.7% |
| YTD | +5.5% | +8.0% | -2.6% | -0.5% |
| 1Y | +24.5% | +12.7% | +11.8% | +13.7% |
| 3Y | +19.6% | +85.6% | -66.0% | -26.0% |
| 5Y | +8.1% | +85.5% | -77.4% | -34.5% |
| All | +328.6% | +459.0% | -130.4% | -5.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling