-51.9%
TSLL vs SCHG
+116.8%
-168.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.8% | +8.7% | +10.3% |
| 7D | +5.8% | -0.1% | +5.8% | +6.4% |
| 30D | +21.7% | -1.5% | +23.2% | +28.9% |
| 3M | -28.2% | +4.4% | -32.6% | -33.5% |
| 6M | -29.5% | +15.7% | -45.2% | -51.1% |
| YTD | -47.5% | +8.3% | -55.9% | -55.0% |
| 1Y | -20.8% | +14.2% | -35.0% | -39.5% |
| 3Y | -26.7% | +88.3% | -115.0% | -76.6% |
| All | -51.9% | +116.8% | -168.7% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling