+59.5%
SCHW vs THC
+258.1%
-198.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.9% | -0.5% | -1.4% | -1.8% |
| 30D | -1.6% | -1.2% | -0.5% | -1.5% |
| 3M | +21.3% | +52.3% | -31.0% | +11.5% |
| 6M | +16.5% | +12.4% | +4.1% | +13.2% |
| YTD | +8.4% | +32.7% | -24.3% | +1.4% |
| 1Y | +15.6% | +36.4% | -20.7% | +7.1% |
| 3Y | +86.8% | +259.3% | -172.5% | +34.2% |
| All | +59.5% | +258.1% | -198.6% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling