+571.8%
SCHW vs TEL
+707.2%
-135.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -2.8% | -2.3% | -0.5% | -1.3% |
| 30D | -0.1% | -6.1% | +6.0% | +3.5% |
| 3M | +20.6% | +1.7% | +18.9% | +17.8% |
| 6M | +15.9% | +1.6% | +14.3% | +11.0% |
| YTD | +8.5% | -9.1% | +17.6% | +10.2% |
| 1Y | +17.8% | -1.7% | +19.5% | +12.8% |
| 3Y | +88.5% | +67.3% | +21.2% | +22.5% |
| 5Y | +60.6% | +52.1% | +8.5% | +8.8% |
| 10Y | +298.0% | +299.3% | -1.3% | +33.4% |
| All | +571.8% | +707.2% | -135.4% | +32.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling