+983.6%
TRV vs SCHG
+1,121.7%
-138.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.8% |
| 7D | -1.5% | -2.7% | +1.3% | 0.0% |
| 30D | -1.8% | -2.2% | +0.4% | -0.7% |
| 3M | +21.6% | +6.2% | +15.4% | +17.4% |
| 6M | +22.5% | +13.4% | +9.1% | +13.6% |
| YTD | +28.1% | +7.1% | +21.0% | +22.4% |
| 1Y | +37.0% | +12.5% | +24.5% | +26.9% |
| 3Y | +141.9% | +86.2% | +55.7% | +62.6% |
| 5Y | +158.5% | +83.9% | +74.6% | +68.7% |
| 10Y | +297.5% | +451.3% | -153.7% | +10.4% |
| All | +983.6% | +1,121.7% | -138.1% | +62.2% |
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