+317.5%
TMUS vs SCHG
+459.0%
-141.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.5% |
| 7D | +0.4% | -1.0% | +1.5% | +1.0% |
| 30D | +3.5% | -1.3% | +4.8% | +4.2% |
| 3M | -1.3% | +5.4% | -6.8% | -4.0% |
| 6M | -13.6% | +14.4% | -28.0% | -19.9% |
| YTD | -8.8% | +8.0% | -16.8% | -13.0% |
| 1Y | -22.9% | +12.7% | -35.6% | -28.5% |
| 3Y | +36.7% | +85.6% | -48.9% | -9.0% |
| 5Y | +46.6% | +85.5% | -38.9% | -4.7% |
| All | +317.5% | +459.0% | -141.5% | -3.7% |
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