+551.1%
SCHD vs TSEM
+1,939.9%
-1,388.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.1% |
| 7D | -3.1% | +0.9% | -4.0% | -3.3% |
| 30D | -0.8% | -16.6% | +15.8% | +0.9% |
| 3M | +6.2% | -10.9% | +17.1% | +5.9% |
| 6M | +11.8% | +78.0% | -66.2% | +0.9% |
| YTD | +26.0% | +77.2% | -51.2% | +13.1% |
| 1Y | +28.1% | +207.6% | -179.4% | +6.4% |
| 3Y | +54.6% | +637.8% | -583.3% | +11.4% |
| 5Y | +60.3% | +617.0% | -556.7% | +14.1% |
| 10Y | +242.1% | +1,270.7% | -1,028.6% | +119.2% |
| All | +551.1% | +1,939.9% | -1,388.8% | +287.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling