+917.7%
TT vs SCHG
+459.0%
+458.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | 0.0% |
| 7D | -1.2% | -1.0% | -0.2% | -0.4% |
| 30D | -7.3% | -1.3% | -6.0% | -6.5% |
| 3M | -3.6% | +5.4% | -9.0% | -7.4% |
| 6M | +2.8% | +14.4% | -11.6% | -7.1% |
| YTD | +14.5% | +8.0% | +6.5% | +7.7% |
| 1Y | +7.4% | +12.7% | -5.3% | -2.2% |
| 3Y | +116.2% | +85.6% | +30.6% | +35.3% |
| 5Y | +147.4% | +85.5% | +61.8% | +51.7% |
| All | +917.7% | +459.0% | +458.7% | +117.1% |
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 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