-48.9%
TOST vs SCHG
+87.2%
-136.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -0.9% |
| 7D | -5.9% | -2.7% | -3.1% | -1.9% |
| 30D | -8.4% | -2.2% | -6.2% | -5.5% |
| 3M | +31.4% | +6.2% | +25.3% | +19.8% |
| 6M | +10.5% | +13.4% | -2.8% | -9.2% |
| YTD | -10.1% | +7.1% | -17.2% | -19.1% |
| 1Y | -19.9% | +12.5% | -32.5% | -33.6% |
| 3Y | +53.3% | +86.2% | -32.9% | -45.6% |
| All | -48.9% | +87.2% | -136.1% | -78.7% |
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