+294.9%
SCHW vs TCOM
-9.8%
+304.7%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.2% |
| 7D | -1.9% | -4.9% | +3.0% | -0.9% |
| 30D | -1.6% | -14.4% | +12.8% | +1.3% |
| 3M | +21.3% | -17.7% | +38.9% | +25.5% |
| 6M | +16.5% | -25.1% | +41.6% | +22.7% |
| YTD | +8.4% | -45.7% | +54.1% | +20.9% |
| 1Y | +15.6% | -47.9% | +63.5% | +29.8% |
| 3Y | +86.8% | +8.9% | +77.9% | +72.0% |
| 5Y | +60.5% | +26.9% | +33.7% | +33.2% |
| All | +294.9% | -9.8% | +304.7% | +230.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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