+316.3%
TPR vs SCHG
+459.0%
-142.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.4% | +1.4% |
| 7D | -3.0% | -1.0% | -1.9% | -1.9% |
| 30D | -22.6% | -1.3% | -21.4% | -21.9% |
| 3M | -18.2% | +5.4% | -23.6% | -22.9% |
| 6M | -18.0% | +14.4% | -32.4% | -29.0% |
| YTD | -6.4% | +8.0% | -14.4% | -14.3% |
| 1Y | +12.3% | +12.7% | -0.4% | -1.5% |
| 3Y | +298.7% | +85.6% | +213.1% | +104.5% |
| 5Y | +232.5% | +85.5% | +147.0% | +69.1% |
| All | +316.3% | +459.0% | -142.7% | -38.3% |
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