+42.4%
TMUS vs SCHG
+81.2%
-38.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -5.8% | -2.7% | -3.0% | -5.1% |
| 30D | -0.2% | -2.2% | +2.0% | +0.4% |
| 3M | -4.0% | +6.2% | -10.1% | -5.4% |
| 6M | -18.1% | +13.4% | -31.5% | -21.0% |
| YTD | -11.3% | +7.1% | -18.5% | -13.1% |
| 1Y | -24.7% | +12.5% | -37.3% | -27.6% |
| 3Y | +35.4% | +86.2% | -50.8% | +6.0% |
| 5Y | +42.4% | +83.9% | -41.5% | +5.5% |
| All | +42.4% | +81.2% | -38.7% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling