+59.6%
SCHW vs TFC
+15.1%
+44.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.5% |
| 7D | -2.8% | -2.5% | -0.3% | -1.4% |
| 30D | -0.1% | -2.8% | +2.8% | +1.5% |
| 3M | +20.6% | +2.1% | +18.4% | +18.6% |
| 6M | +15.9% | +10.1% | +5.8% | +8.7% |
| YTD | +8.5% | +5.4% | +3.1% | +3.9% |
| 1Y | +17.8% | +16.3% | +1.5% | +6.2% |
| 3Y | +88.5% | +95.9% | -7.3% | +18.7% |
| All | +59.6% | +15.1% | +44.5% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling