+16.6%
SCHW vs TDG
-10.8%
+27.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.8% | -2.7% | -0.1% | -2.1% |
| 30D | -0.1% | -9.3% | +9.2% | +2.2% |
| 3M | +20.6% | -7.1% | +27.6% | +21.9% |
| All | +16.6% | -10.8% | +27.4% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling