+13,840.9%
TSM vs SCHW
+1,755.1%
+12,085.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +4.8% | -1.6% | +6.4% | +5.4% |
| 30D | +4.0% | -1.1% | +5.1% | +4.3% |
| 3M | +2.0% | +20.4% | -18.4% | -6.3% |
| 6M | +25.5% | +13.6% | +11.9% | +17.5% |
| YTD | +44.0% | +7.7% | +36.3% | +37.4% |
| 1Y | +75.4% | +15.2% | +60.2% | +62.4% |
| 3Y | +406.7% | +87.1% | +319.6% | +275.2% |
| 5Y | +285.0% | +57.5% | +227.5% | +190.9% |
| 10Y | +1,815.4% | +295.1% | +1,520.3% | +787.0% |
| All | +13,840.9% | +1,755.1% | +12,085.7% | +1,392.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling