+15.7%
SCHW vs TLN
-23.6%
+39.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.3% | +0.7% |
| 7D | -2.8% | +2.0% | -4.7% | -2.8% |
| 30D | -0.1% | -12.9% | +12.9% | -0.1% |
| 3M | +20.6% | -7.4% | +28.0% | +20.0% |
| 6M | +15.9% | -6.0% | +22.0% | +14.9% |
| YTD | +8.5% | -16.9% | +25.4% | +8.2% |
| All | +15.7% | -23.6% | +39.3% | +16.6% |
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