+1,779.8%
TSM vs SCHG
+459.0%
+1,320.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.3% |
| 7D | +1.0% | -1.0% | +2.1% | +2.1% |
| 30D | +1.0% | -1.3% | +2.2% | +2.2% |
| 3M | +2.9% | +5.4% | -2.6% | -2.4% |
| 6M | +22.8% | +14.4% | +8.4% | +7.8% |
| YTD | +43.3% | +8.0% | +35.3% | +33.6% |
| 1Y | +69.2% | +12.7% | +56.5% | +51.7% |
| 3Y | +404.5% | +85.6% | +318.9% | +187.3% |
| 5Y | +282.2% | +85.5% | +196.7% | +116.2% |
| All | +1,779.8% | +459.0% | +1,320.8% | +249.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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