+819.9%
SCHW vs TNA
+913.2%
-93.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.0% | +3.8% | +1.7% |
| 7D | -2.8% | -7.6% | +4.8% | -0.3% |
| 30D | -0.1% | -13.6% | +13.6% | +4.5% |
| 3M | +20.6% | +2.8% | +17.8% | +18.1% |
| 6M | +15.9% | +34.5% | -18.6% | +1.8% |
| YTD | +8.5% | +41.0% | -32.5% | -7.0% |
| 1Y | +17.8% | +52.0% | -34.2% | -3.1% |
| 3Y | +88.5% | +103.5% | -14.9% | +22.7% |
| 5Y | +60.6% | -22.5% | +83.2% | +27.8% |
| 10Y | +298.0% | +81.9% | +216.2% | +69.4% |
| All | +819.9% | +913.2% | -93.3% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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