+181.2%
TSCO vs SCHG
+459.0%
-277.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -2.0% |
| 7D | -5.7% | -1.0% | -4.6% | -5.1% |
| 30D | -8.8% | -1.3% | -7.5% | -8.1% |
| 3M | +6.3% | +5.4% | +0.9% | +2.9% |
| 6M | -32.3% | +14.4% | -46.7% | -37.6% |
| YTD | -32.7% | +8.0% | -40.7% | -36.0% |
| 1Y | -43.7% | +12.7% | -56.4% | -48.0% |
| 3Y | -19.7% | +85.6% | -105.3% | -46.8% |
| 5Y | -11.6% | +85.5% | -97.1% | -42.8% |
| All | +181.2% | +459.0% | -277.8% | -10.5% |
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