+1,757.1%
TSM vs SCHD
+243.2%
+1,513.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | +2.6% | -3.1% | +5.7% | +5.5% |
| 30D | +1.4% | -0.8% | +2.2% | +2.0% |
| 3M | +5.0% | +6.2% | -1.2% | -1.3% |
| 6M | +24.0% | +11.8% | +12.1% | +11.0% |
| YTD | +41.6% | +26.0% | +15.6% | +13.6% |
| 1Y | +66.2% | +28.1% | +38.0% | +30.9% |
| 3Y | +398.2% | +54.6% | +343.6% | +225.0% |
| 5Y | +277.6% | +60.3% | +217.3% | +140.0% |
| All | +1,757.1% | +243.2% | +1,513.9% | +441.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHD.
Daily Out/Under-Performance
Portfolio return minus SCHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHD 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 SCHD 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