+59.6%
SCHW vs TSEM
+605.6%
-545.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.9% | +4.7% | +1.1% |
| 7D | -2.8% | +0.9% | -3.7% | -2.9% |
| 30D | -0.1% | -16.6% | +16.6% | +1.5% |
| 3M | +20.6% | -10.9% | +31.5% | +19.8% |
| 6M | +15.9% | +78.0% | -62.1% | +1.7% |
| YTD | +8.5% | +77.2% | -68.7% | -5.2% |
| 1Y | +17.8% | +207.6% | -189.7% | -6.7% |
| 3Y | +88.5% | +637.8% | -549.3% | +24.0% |
| All | +59.6% | +605.6% | -545.9% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling