+76.5%
TNA vs SCHG
+459.0%
-382.5%
-88.1%
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% | -1.1% |
| 7D | -7.3% | -1.0% | -6.2% | -4.8% |
| 30D | -14.2% | -1.3% | -12.9% | -11.4% |
| 3M | -4.6% | +5.4% | -10.0% | -16.5% |
| 6M | +36.9% | +14.4% | +22.5% | +0.2% |
| YTD | +42.5% | +8.0% | +34.5% | +21.2% |
| 1Y | +45.8% | +12.7% | +33.0% | +13.2% |
| 3Y | +104.7% | +85.6% | +19.0% | -49.4% |
| 5Y | -21.7% | +85.5% | -107.2% | -76.2% |
| All | +76.5% | +459.0% | -382.5% | -96.7% |
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