+419.8%
TXN vs SCHG
+459.0%
-39.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +3.0% | +3.0% |
| 7D | +4.0% | -1.0% | +5.0% | +5.0% |
| 30D | -2.9% | -1.3% | -1.6% | -1.7% |
| 3M | -9.1% | +5.4% | -14.5% | -13.5% |
| 6M | +36.6% | +14.4% | +22.2% | +20.0% |
| YTD | +57.5% | +8.0% | +49.5% | +45.7% |
| 1Y | +49.5% | +12.7% | +36.8% | +32.4% |
| 3Y | +76.5% | +85.6% | -9.1% | -4.9% |
| 5Y | +62.4% | +85.5% | -23.1% | -13.5% |
| All | +419.8% | +459.0% | -39.2% | -19.4% |
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