+13.4%
SCHW vs TLN
-17.2%
+30.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.8% | -4.7% | -0.9% |
| 7D | -0.8% | +7.1% | -7.8% | -0.7% |
| 30D | +1.5% | -3.9% | +5.4% | +1.4% |
| 3M | +24.6% | -16.2% | +40.7% | +24.2% |
| 6M | +14.5% | -5.8% | +20.4% | +13.7% |
| YTD | +10.5% | -15.4% | +25.9% | +10.1% |
| 1Y | +13.4% | -16.7% | +30.0% | +19.6% |
| All | +13.4% | -17.2% | +30.6% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling