+59.5%
SCHW vs TGT
-25.8%
+85.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | -1.9% | -5.2% | +3.4% | -0.7% |
| 30D | -1.6% | +1.2% | -2.8% | -2.0% |
| 3M | +21.3% | +18.4% | +2.9% | +16.4% |
| 6M | +16.5% | +33.4% | -17.0% | +8.5% |
| YTD | +8.4% | +63.8% | -55.4% | -4.0% |
| 1Y | +15.6% | +77.2% | -61.5% | +0.2% |
| 3Y | +86.8% | +41.8% | +45.1% | +62.8% |
| All | +59.5% | -25.8% | +85.3% | +64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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