+275.6%
TSM vs SCHG
+82.7%
+192.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.2% |
| 7D | +2.6% | -2.7% | +5.4% | +5.8% |
| 30D | +1.4% | -2.2% | +3.6% | +3.9% |
| 3M | +5.0% | +6.2% | -1.2% | -1.6% |
| 6M | +24.0% | +13.4% | +10.6% | +8.9% |
| YTD | +41.6% | +7.1% | +34.5% | +32.4% |
| 1Y | +66.2% | +12.5% | +53.6% | +48.1% |
| 3Y | +398.2% | +86.2% | +312.0% | +179.5% |
| All | +275.6% | +82.7% | +192.9% | +109.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling