+1,757.2%
TSM vs SCHW
+301.3%
+1,455.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.9% |
| 7D | +2.6% | -2.8% | +5.4% | +3.5% |
| 30D | +1.4% | -0.1% | +1.5% | +1.3% |
| 3M | +5.0% | +20.6% | -15.6% | -1.6% |
| 6M | +24.0% | +15.9% | +8.0% | +17.2% |
| YTD | +41.6% | +8.5% | +33.1% | +36.5% |
| 1Y | +66.2% | +17.8% | +48.3% | +55.6% |
| 3Y | +398.2% | +88.5% | +309.7% | +294.1% |
| 5Y | +277.6% | +60.6% | +217.0% | +204.6% |
| All | +1,757.2% | +301.3% | +1,455.8% | +1,009.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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