+238.6%
SCHD vs TSN
-4.9%
+243.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | -2.0% | +3.0% | -5.0% | -2.7% |
| 30D | -0.4% | -4.2% | +3.8% | +0.6% |
| 3M | +5.7% | -3.9% | +9.6% | +6.5% |
| 6M | +11.9% | -9.8% | +21.7% | +14.1% |
| YTD | +26.4% | -7.3% | +33.7% | +27.8% |
| 1Y | +27.6% | -2.2% | +29.8% | +26.8% |
| 3Y | +54.9% | +11.9% | +43.1% | +47.0% |
| 5Y | +60.9% | -16.9% | +77.9% | +63.8% |
| All | +238.6% | -4.9% | +243.6% | +220.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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