-48.1%
TOST vs SCHG
+88.0%
-136.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -1.5% |
| 7D | -4.7% | -0.9% | -3.8% | -3.5% |
| 30D | -9.1% | -2.3% | -6.8% | -6.0% |
| 3M | +29.8% | +4.5% | +25.3% | +21.1% |
| 6M | +10.0% | +13.6% | -3.5% | -9.8% |
| YTD | -8.6% | +7.6% | -16.2% | -18.4% |
| 1Y | -20.7% | +13.0% | -33.7% | -34.6% |
| 3Y | +55.7% | +87.0% | -31.3% | -45.1% |
| All | -48.1% | +88.0% | -136.1% | -78.5% |
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