+128.6%
SCHW vs TENB
-3.6%
+132.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.9% | +5.6% | +1.6% |
| 7D | -2.8% | -7.1% | +4.4% | -1.5% |
| 30D | -0.1% | -15.4% | +15.3% | +2.6% |
| 3M | +20.6% | +19.5% | +1.1% | +15.0% |
| 6M | +15.9% | +54.8% | -38.9% | +4.2% |
| YTD | +8.5% | +36.1% | -27.6% | -0.5% |
| 1Y | +17.8% | +7.0% | +10.9% | +13.2% |
| 3Y | +88.5% | -27.6% | +116.1% | +91.6% |
| 5Y | +60.6% | -30.5% | +91.1% | +57.3% |
| All | +128.6% | -3.6% | +132.3% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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