+50.8%
SCHW vs TEM
+47.5%
+3.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -1.9% | -8.7% | +6.8% | -1.3% |
| 30D | -1.6% | +8.1% | -9.7% | -2.6% |
| 3M | +21.3% | +19.0% | +2.3% | +18.7% |
| 6M | +16.5% | +12.0% | +4.5% | +14.1% |
| YTD | +8.4% | -0.1% | +8.5% | +7.0% |
| 1Y | +15.6% | -33.5% | +49.2% | +17.1% |
| All | +50.8% | +47.5% | +3.3% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 10y: compounded portfolio wealth divided by compounded TEM 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…
10y analysis · Full analysis span regression · 6 months rolling