+280.2%
TSM vs SCHW
+59.3%
+220.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +1.0% | -1.9% | +2.9% | +1.5% |
| 30D | +1.0% | -1.6% | +2.6% | +1.3% |
| 3M | +2.9% | +21.3% | -18.4% | -3.3% |
| 6M | +22.8% | +16.5% | +6.3% | +16.5% |
| YTD | +43.3% | +8.4% | +34.9% | +38.6% |
| 1Y | +69.2% | +15.6% | +53.6% | +60.1% |
| 3Y | +404.5% | +86.8% | +317.7% | +303.6% |
| All | +280.2% | +59.3% | +220.9% | +217.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling