+2,454.5%
TT vs SCHG
+1,135.4%
+1,319.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.3% |
| 7D | +1.6% | -0.1% | +1.6% | +1.6% |
| 30D | -7.3% | -1.5% | -5.8% | -6.2% |
| 3M | -2.6% | +4.4% | -7.0% | -6.4% |
| 6M | +5.9% | +15.7% | -9.8% | -7.2% |
| YTD | +15.4% | +8.3% | +7.1% | +7.0% |
| 1Y | +8.2% | +14.2% | -6.0% | -4.5% |
| 3Y | +122.7% | +88.3% | +34.4% | +23.8% |
| 5Y | +145.0% | +83.5% | +61.5% | +35.4% |
| 10Y | +893.7% | +444.2% | +449.5% | +54.5% |
| All | +2,454.5% | +1,135.4% | +1,319.2% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling