+145.9%
TT vs SCHG
+81.2%
+64.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.7% |
| 7D | -1.0% | -2.7% | +1.8% | +0.9% |
| 30D | -8.9% | -2.2% | -6.7% | -7.5% |
| 3M | -1.8% | +6.2% | -8.0% | -6.0% |
| 6M | +1.9% | +13.4% | -11.5% | -6.8% |
| YTD | +13.8% | +7.1% | +6.7% | +8.1% |
| 1Y | +6.1% | +12.5% | -6.4% | -2.8% |
| 3Y | +119.6% | +86.2% | +33.4% | +41.7% |
| 5Y | +145.9% | +83.9% | +61.9% | +50.5% |
| All | +145.9% | +81.2% | +64.7% | +50.5% |
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