+433.7%
SCHW vs TDY
+7,056.0%
-6,622.3%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.6% |
| 7D | -1.9% | -1.1% | -0.7% | -1.4% |
| 30D | -1.6% | -12.0% | +10.4% | +3.4% |
| 3M | +21.3% | -3.2% | +24.5% | +22.4% |
| 6M | +16.5% | -7.9% | +24.4% | +19.3% |
| YTD | +8.4% | +18.2% | -9.8% | 0.0% |
| 1Y | +15.6% | +6.7% | +9.0% | +10.9% |
| 3Y | +86.8% | +47.5% | +39.3% | +56.2% |
| 5Y | +60.5% | +39.5% | +21.0% | +36.2% |
| 10Y | +297.7% | +477.2% | -179.4% | +92.7% |
| All | +433.7% | +7,056.0% | -6,622.3% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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