+943.0%
TTMI vs SCHG
+1,121.7%
-178.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | +6.0% | -2.7% | +8.8% | +9.4% |
| 30D | -6.4% | -2.2% | -4.2% | -4.1% |
| 3M | -28.9% | +6.2% | -35.1% | -33.4% |
| 6M | +26.9% | +13.4% | +13.5% | +11.3% |
| YTD | +77.3% | +7.1% | +70.2% | +66.5% |
| 1Y | +147.5% | +12.5% | +135.0% | +123.7% |
| 3Y | +847.6% | +86.2% | +761.5% | +397.7% |
| 5Y | +802.2% | +83.9% | +718.3% | +362.3% |
| 10Y | +1,076.3% | +451.3% | +625.1% | +30.0% |
| All | +943.0% | +1,121.7% | -178.7% | -67.0% |
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