+3,988.8%
SCHW vs TD
+7,781.3%
-3,792.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | -2.8% | -2.6% | -0.2% | -0.7% |
| 30D | -0.1% | -1.0% | +1.0% | +0.6% |
| 3M | +20.6% | +5.6% | +15.0% | +14.7% |
| 6M | +15.9% | +27.1% | -11.1% | -5.7% |
| YTD | +8.5% | +29.4% | -20.9% | -13.1% |
| 1Y | +17.8% | +60.7% | -42.8% | -21.2% |
| 3Y | +88.5% | +127.6% | -39.1% | -7.7% |
| 5Y | +60.6% | +125.4% | -64.8% | -20.7% |
| 10Y | +298.0% | +300.4% | -2.4% | +23.3% |
| All | +3,988.8% | +7,781.3% | -3,792.4% | +69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling