+294.9%
SCHW vs TSN
-4.9%
+299.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | -1.9% | +3.0% | -4.9% | -2.8% |
| 30D | -1.6% | -4.2% | +2.6% | -0.5% |
| 3M | +21.3% | -3.9% | +25.2% | +22.3% |
| 6M | +16.5% | -9.8% | +26.3% | +19.1% |
| YTD | +8.4% | -7.3% | +15.7% | +9.6% |
| 1Y | +15.6% | -2.2% | +17.8% | +14.5% |
| 3Y | +86.8% | +11.9% | +75.0% | +73.5% |
| 5Y | +60.5% | -16.9% | +77.5% | +63.6% |
| All | +294.9% | -4.9% | +299.8% | +270.3% |
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