-83.4%
TTD vs SCHG
+86.3%
-169.7%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.8% | +1.6% |
| 7D | -0.6% | -1.0% | +0.4% | +0.7% |
| 30D | +6.3% | -1.3% | +7.6% | +8.2% |
| 3M | -24.1% | +5.4% | -29.6% | -29.0% |
| 6M | -47.4% | +14.4% | -61.8% | -55.8% |
| YTD | -62.2% | +8.0% | -70.3% | -65.7% |
| 1Y | -68.3% | +12.7% | -81.0% | -72.9% |
| 3Y | -83.4% | +85.6% | -169.0% | -92.9% |
| All | -83.4% | +86.3% | -169.7% | -92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling