+1,124.0%
TTMI vs SCHG
+459.0%
+665.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.5% | +2.5% |
| 7D | +0.7% | -1.0% | +1.7% | +1.8% |
| 30D | -8.4% | -1.3% | -7.2% | -7.3% |
| 3M | -32.5% | +5.4% | -37.9% | -35.9% |
| 6M | +32.5% | +14.4% | +18.1% | +17.0% |
| YTD | +83.2% | +8.0% | +75.2% | +71.9% |
| 1Y | +161.7% | +12.7% | +148.9% | +139.1% |
| 3Y | +890.1% | +85.6% | +804.5% | +479.3% |
| 5Y | +832.4% | +85.5% | +746.9% | +431.5% |
| All | +1,124.0% | +459.0% | +665.0% | +107.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling