-72.2%
TTD vs SCHG
+16.6%
-88.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.9% | -3.5% | -3.6% |
| 7D | +6.3% | -0.7% | +7.0% | +7.1% |
| 30D | -23.9% | +0.2% | -24.1% | -24.1% |
| 3M | -31.4% | +2.2% | -33.6% | -32.7% |
| 6M | -42.7% | +15.0% | -57.7% | -49.1% |
| YTD | -62.0% | +9.2% | -71.2% | -64.6% |
| 1Y | -72.2% | +15.7% | -87.9% | -74.6% |
| All | -72.2% | +16.6% | -88.8% | -74.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling