+238.6%
SCHD vs TSEM
+1,313.0%
-1,074.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.7% | -1.3% | +0.2% |
| 7D | -2.0% | -4.9% | +2.9% | -1.4% |
| 30D | -0.4% | -18.7% | +18.3% | +2.0% |
| 3M | +5.7% | -18.1% | +23.8% | +6.7% |
| 6M | +11.9% | +77.1% | -65.2% | -1.7% |
| YTD | +26.4% | +80.1% | -53.7% | +9.8% |
| 1Y | +27.6% | +220.4% | -192.8% | -0.7% |
| 3Y | +54.9% | +650.1% | -595.1% | -1.0% |
| 5Y | +60.9% | +628.9% | -567.9% | +0.2% |
| All | +238.6% | +1,313.0% | -1,074.3% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 TSEM 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