+86.8%
SCHW vs TFC
+92.8%
-6.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.9% | -2.4% | +0.6% | -0.7% |
| 30D | -1.6% | -3.4% | +1.7% | -0.1% |
| 3M | +21.3% | +0.4% | +20.8% | +20.6% |
| 6M | +16.5% | +12.7% | +3.8% | +9.1% |
| YTD | +8.4% | +5.6% | +2.8% | +4.6% |
| 1Y | +15.6% | +16.0% | -0.4% | +6.1% |
| 3Y | +86.8% | +94.0% | -7.1% | +26.5% |
| All | +86.8% | +92.8% | -6.0% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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