+38.5%
TNA vs SCHG
+5.5%
+33.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +1.6% |
| 7D | +2.4% | -2.5% | +4.9% | +8.5% |
| 30D | -0.9% | -5.4% | +4.5% | +12.6% |
| 3M | -19.2% | -2.2% | -17.1% | -15.3% |
| 6M | -0.8% | +5.2% | -6.0% | -12.0% |
| YTD | +33.2% | +6.8% | +26.4% | +13.4% |
| 1Y | +38.5% | +5.9% | +32.6% | +22.3% |
| All | +38.5% | +5.5% | +33.0% | +22.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling