+356.2%
TPR vs SCHG
+432.0%
-75.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.6% |
| 7D | -0.3% | +2.7% | -3.0% | -3.0% |
| 30D | +15.1% | -5.2% | +20.3% | +20.1% |
| 3M | +3.5% | -5.2% | +8.7% | +7.6% |
| 6M | +0.4% | -0.6% | +1.0% | -1.0% |
| YTD | +4.6% | +4.7% | -0.1% | -2.4% |
| 1Y | +33.1% | +6.0% | +27.1% | +22.5% |
| 3Y | +396.0% | +78.9% | +317.1% | +161.6% |
| 5Y | +230.3% | +69.9% | +160.4% | +83.0% |
| All | +356.2% | +432.0% | -75.8% | -32.8% |
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