-30.5%
TSCO vs SCHG
+6.0%
-36.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +3.0% | +4.1% |
| 7D | +15.7% | -2.5% | +18.2% | +16.1% |
| 30D | +16.4% | -5.4% | +21.9% | +17.5% |
| 3M | +11.2% | -2.2% | +13.4% | +11.4% |
| 6M | +14.9% | +5.2% | +9.8% | +13.2% |
| YTD | -25.4% | +6.8% | -32.2% | -27.6% |
| All | -30.5% | +6.0% | -36.5% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling