+553.0%
SCHD vs TSN
+281.8%
+271.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | -2.6% | -7.3% | +4.7% | -0.9% |
| 30D | -0.3% | -8.6% | +8.3% | +1.8% |
| 3M | +6.1% | -7.5% | +13.6% | +7.8% |
| 6M | +11.7% | -14.1% | +25.8% | +15.1% |
| YTD | +26.3% | -9.4% | +35.8% | +28.3% |
| 1Y | +28.8% | -4.1% | +32.8% | +28.7% |
| 3Y | +55.0% | +10.3% | +44.7% | +48.5% |
| 5Y | +60.0% | -19.7% | +79.8% | +64.0% |
| 10Y | +243.1% | -7.0% | +250.1% | +227.9% |
| All | +553.0% | +281.8% | +271.2% | +349.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling