+302.0%
TRV vs SCHG
+459.0%
-157.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.7% |
| 7D | +1.9% | -1.0% | +3.0% | +2.4% |
| 30D | +1.7% | -1.3% | +3.0% | +2.3% |
| 3M | +23.9% | +5.4% | +18.4% | +20.7% |
| 6M | +26.3% | +14.4% | +11.9% | +18.1% |
| YTD | +30.8% | +8.0% | +22.8% | +25.5% |
| 1Y | +36.3% | +12.7% | +23.6% | +27.8% |
| 3Y | +145.0% | +85.6% | +59.4% | +74.9% |
| 5Y | +163.9% | +85.5% | +78.4% | +84.0% |
| All | +302.0% | +459.0% | -157.0% | +35.8% |
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