+60.6%
SCHW vs TMF
-88.5%
+149.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.4% | +4.2% | +0.6% |
| 7D | -2.8% | -4.8% | +2.0% | -3.0% |
| 30D | -0.1% | -4.9% | +4.8% | -0.3% |
| 3M | +20.6% | -13.4% | +34.0% | +19.8% |
| 6M | +15.9% | -23.0% | +39.0% | +14.5% |
| YTD | +8.5% | -20.2% | +28.7% | +7.4% |
| 1Y | +17.8% | -26.5% | +44.3% | +16.2% |
| 3Y | +88.5% | -45.2% | +133.7% | +83.1% |
| 5Y | +60.6% | -88.4% | +149.0% | +18.1% |
| All | +60.6% | -88.5% | +149.2% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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