+657.5%
SCHW vs TKO
+1,395.0%
-737.5%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -0.1% | -2.6% | +2.6% | +0.5% |
| 3M | +20.6% | -7.8% | +28.4% | +22.7% |
| 6M | +15.9% | -7.0% | +23.0% | +17.3% |
| YTD | +8.5% | -8.5% | +17.0% | +9.8% |
| 1Y | +17.8% | -1.3% | +19.2% | +16.3% |
| 3Y | +88.5% | +105.0% | -16.4% | +45.1% |
| 5Y | +60.6% | +292.9% | -232.3% | -0.7% |
| 10Y | +298.0% | +979.3% | -681.3% | +58.8% |
| All | +657.5% | +1,395.0% | -737.5% | +70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 all: compounded portfolio wealth divided by compounded TKO 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…
all analysis · Full analysis span regression · 6 months rolling