+79.4%
SCHW vs THC
+423.7%
-344.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +2.0% | +1.0% | +1.0% | +1.8% |
| 30D | -3.6% | +5.3% | -8.9% | -4.4% |
| 3M | -15.0% | +7.1% | -22.1% | -15.9% |
| 6M | +2.6% | +46.0% | -43.4% | -3.0% |
| YTD | -5.7% | +43.9% | -49.6% | -11.1% |
| 1Y | -0.9% | +45.4% | -46.3% | -7.0% |
| 3Y | +79.4% | +421.3% | -341.9% | +20.5% |
| All | +79.4% | +423.7% | -344.3% | +20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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