+5,224.9%
TSM vs SCHD
+566.1%
+4,658.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.6% |
| 7D | +2.7% | -0.3% | +3.0% | +3.0% |
| 30D | +3.6% | +3.4% | +0.2% | +0.2% |
| 3M | -3.4% | +7.6% | -11.0% | -10.4% |
| 6M | +20.6% | +12.2% | +8.5% | +7.4% |
| YTD | +41.9% | +29.0% | +12.9% | +10.4% |
| 1Y | +84.4% | +30.3% | +54.1% | +41.8% |
| 3Y | +380.2% | +56.1% | +324.1% | +206.2% |
| 5Y | +275.3% | +60.4% | +214.9% | +134.6% |
| 10Y | +1,751.4% | +241.3% | +1,510.1% | +434.0% |
| All | +5,224.9% | +566.1% | +4,658.8% | +583.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling