-19.7%
TSCO vs SCHG
+86.3%
-105.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.8% |
| 7D | -5.7% | -1.0% | -4.6% | -5.3% |
| 30D | -8.8% | -1.3% | -7.5% | -8.4% |
| 3M | +6.3% | +5.4% | +0.9% | +4.2% |
| 6M | -32.3% | +14.4% | -46.7% | -35.7% |
| YTD | -32.7% | +8.0% | -40.7% | -34.8% |
| 1Y | -43.7% | +12.7% | -56.4% | -46.5% |
| 3Y | -19.7% | +85.6% | -105.3% | -44.4% |
| All | -19.7% | +86.3% | -105.9% | -44.4% |
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