+757.3%
SCHW vs TDG
+12,853.5%
-12,096.2%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -2.8% | -2.7% | -0.1% | -1.5% |
| 30D | -0.1% | -9.3% | +9.2% | +4.7% |
| 3M | +20.6% | -7.1% | +27.6% | +24.3% |
| 6M | +15.9% | -11.2% | +27.1% | +21.5% |
| YTD | +8.5% | -15.3% | +23.8% | +15.8% |
| 1Y | +17.8% | -12.5% | +30.3% | +23.2% |
| 3Y | +88.5% | +51.2% | +37.3% | +45.2% |
| 5Y | +60.6% | +126.1% | -65.5% | -0.3% |
| 10Y | +298.0% | +536.2% | -238.2% | +25.3% |
| All | +757.3% | +12,853.5% | -12,096.2% | -51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling