+361.1%
TTD vs SCHG
+445.1%
-83.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | +0.1% |
| 7D | -4.6% | -0.9% | -3.7% | -3.1% |
| 30D | +3.7% | -2.3% | +5.9% | +8.0% |
| 3M | -30.2% | +4.5% | -34.7% | -35.5% |
| 6M | -51.4% | +13.6% | -65.0% | -61.3% |
| YTD | -63.4% | +7.6% | -71.0% | -68.0% |
| 1Y | -73.5% | +13.0% | -86.6% | -78.9% |
| 3Y | -83.5% | +87.0% | -170.4% | -94.6% |
| 5Y | -80.9% | +82.9% | -163.8% | -92.7% |
| All | +361.1% | +445.1% | -83.9% | -66.8% |
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