-26.7%
TSLL vs SCHG
+88.4%
-115.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.8% | +8.7% | +10.7% |
| 7D | +5.8% | -0.1% | +5.8% | +6.5% |
| 30D | +21.7% | -1.5% | +23.2% | +29.8% |
| 3M | -28.2% | +4.4% | -32.6% | -34.6% |
| 6M | -29.5% | +15.7% | -45.2% | -54.2% |
| YTD | -47.5% | +8.3% | -55.9% | -56.5% |
| 1Y | -20.8% | +14.2% | -35.0% | -43.2% |
| 3Y | -26.7% | +88.3% | -115.0% | -79.1% |
| All | -26.7% | +88.4% | -115.1% | -79.1% |
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