+396.0%
TPR vs SCHG
+79.3%
+316.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.4% |
| 7D | -0.3% | +2.7% | -3.0% | -2.3% |
| 30D | +15.1% | -5.2% | +20.3% | +19.1% |
| 3M | +3.5% | -5.2% | +8.7% | +6.8% |
| 6M | +0.4% | -0.6% | +1.0% | -0.8% |
| YTD | +4.6% | +4.7% | -0.1% | -1.4% |
| 1Y | +33.1% | +6.0% | +27.1% | +24.0% |
| 3Y | +396.0% | +78.9% | +317.1% | +200.4% |
| All | +396.0% | +79.3% | +316.7% | +200.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling