+67.1%
TSM vs SCHW
+17.8%
+49.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.7% |
| 7D | +2.6% | -2.8% | +5.4% | +2.6% |
| 30D | +1.4% | -0.1% | +1.5% | +1.3% |
| 3M | +5.0% | +20.6% | -15.6% | +3.6% |
| 6M | +24.0% | +15.9% | +8.0% | +23.6% |
| YTD | +41.6% | +8.5% | +33.1% | +42.0% |
| All | +67.1% | +17.8% | +49.4% | +64.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling