-44.5%
TOST vs SCHG
+83.0%
-127.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +4.6% |
| 7D | 0.0% | +2.7% | -2.7% | -4.0% |
| 30D | +16.2% | -5.2% | +21.4% | +24.0% |
| 3M | -1.5% | -5.2% | +3.6% | +4.7% |
| 6M | +55.3% | -0.6% | +55.9% | +53.7% |
| YTD | -2.3% | +4.7% | -7.1% | -10.6% |
| 1Y | -5.5% | +6.0% | -11.6% | -15.3% |
| 3Y | +151.1% | +78.9% | +72.2% | -6.6% |
| 5Y | -27.9% | +69.9% | -97.9% | -66.2% |
| All | -44.5% | +83.0% | -127.5% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling