-52.0%
TSLL vs SCHG
+115.3%
-167.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +1.9% |
| 7D | +5.1% | -0.9% | +6.0% | +8.5% |
| 30D | +20.0% | -2.3% | +22.3% | +30.3% |
| 3M | -23.8% | +4.5% | -28.3% | -29.7% |
| 6M | -30.3% | +13.6% | -43.8% | -48.8% |
| YTD | -47.7% | +7.6% | -55.2% | -54.1% |
| 1Y | -21.2% | +13.0% | -34.2% | -37.9% |
| 3Y | -26.9% | +87.0% | -113.9% | -76.2% |
| All | -52.0% | +115.3% | -167.3% | -88.0% |
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 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