+294.9%
SCHW vs TD
+306.3%
-11.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | -1.9% | -0.5% | -1.3% | -1.4% |
| 30D | -1.6% | -1.9% | +0.3% | -0.3% |
| 3M | +21.3% | +4.8% | +16.5% | +16.0% |
| 6M | +16.5% | +28.0% | -11.5% | -6.4% |
| YTD | +8.4% | +30.3% | -21.9% | -14.3% |
| 1Y | +15.6% | +59.8% | -44.1% | -23.4% |
| 3Y | +86.8% | +124.7% | -37.8% | -10.7% |
| 5Y | +60.5% | +127.0% | -66.5% | -24.3% |
| All | +294.9% | +306.3% | -11.4% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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