+86.8%
SCHW vs TMUS
+38.6%
+48.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMUS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.3% |
| 7D | -1.9% | +0.4% | -2.3% | -1.9% |
| 30D | -1.6% | +3.5% | -5.2% | -1.9% |
| 3M | +21.3% | -1.3% | +22.6% | +21.1% |
| 6M | +16.5% | -13.6% | +30.1% | +18.0% |
| YTD | +8.4% | -8.8% | +17.2% | +8.7% |
| 1Y | +15.6% | -22.9% | +38.5% | +19.9% |
| 3Y | +86.8% | +36.7% | +50.1% | +39.0% |
| All | +86.8% | +38.6% | +48.2% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMUS.
Daily Out/Under-Performance
Portfolio return minus TMUS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMUS 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 3y: compounded portfolio wealth divided by compounded TMUS 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…
3y analysis · Full analysis span regression · 6 months rolling