+86.8%
SCHW vs TEL
+71.6%
+15.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | -1.1% |
| 7D | -1.9% | +1.6% | -3.5% | -2.3% |
| 30D | -1.6% | -0.7% | -1.0% | -1.6% |
| 3M | +21.3% | +2.4% | +18.8% | +19.8% |
| 6M | +16.5% | +4.1% | +12.4% | +13.1% |
| YTD | +8.4% | -5.8% | +14.2% | +8.6% |
| 1Y | +15.6% | +0.9% | +14.7% | +11.8% |
| 3Y | +86.8% | +72.6% | +14.2% | +29.9% |
| All | +86.8% | +71.6% | +15.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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