+5,930.9%
TSM vs SCHG
+1,127.0%
+4,803.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.1% |
| 7D | +4.8% | -0.9% | +5.7% | +5.6% |
| 30D | +4.0% | -2.3% | +6.3% | +6.4% |
| 3M | +2.0% | +4.5% | -2.5% | -2.2% |
| 6M | +25.5% | +13.6% | +11.9% | +11.4% |
| YTD | +44.0% | +7.6% | +36.4% | +35.1% |
| 1Y | +75.4% | +13.0% | +62.4% | +57.4% |
| 3Y | +406.7% | +87.0% | +319.8% | +188.8% |
| 5Y | +285.0% | +82.9% | +202.1% | +122.2% |
| 10Y | +1,815.4% | +453.6% | +1,361.7% | +287.5% |
| All | +5,930.9% | +1,127.0% | +4,803.9% | +472.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling