+51,567.6%
SCHW vs TMO
+8,187.2%
+43,380.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.6% |
| 7D | -1.9% | -0.6% | -1.2% | -1.5% |
| 30D | -1.6% | +1.1% | -2.8% | -2.4% |
| 3M | +21.3% | +28.3% | -7.1% | +5.7% |
| 6M | +16.5% | +23.3% | -6.8% | +2.8% |
| YTD | +8.4% | +5.5% | +3.0% | +3.5% |
| 1Y | +15.6% | +24.5% | -8.9% | +0.3% |
| 3Y | +86.8% | +19.6% | +67.3% | +60.2% |
| 5Y | +60.5% | +8.1% | +52.4% | +40.6% |
| 10Y | +297.7% | +336.7% | -39.0% | +49.7% |
| All | +51,567.6% | +8,187.2% | +43,380.4% | +4,261.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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