+86.8%
SCHW vs TDG
+52.1%
+34.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.4% |
| 7D | -1.9% | -1.9% | 0.0% | -1.4% |
| 30D | -1.6% | -7.7% | +6.1% | +0.5% |
| 3M | +21.3% | -9.3% | +30.6% | +24.2% |
| 6M | +16.5% | -9.4% | +25.9% | +19.0% |
| YTD | +8.4% | -14.3% | +22.7% | +12.2% |
| 1Y | +15.6% | -11.8% | +27.5% | +18.4% |
| 3Y | +86.8% | +52.0% | +34.9% | +57.6% |
| All | +86.8% | +52.1% | +34.7% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 3y: compounded portfolio wealth divided by compounded TDG 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…
3y analysis · Full analysis span regression · 6 months rolling