+13.4%
SCHW vs TOST
-20.0%
+33.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | -0.8% | -3.4% | +2.6% | -0.4% |
| 30D | +1.5% | -2.4% | +3.9% | +1.7% |
| 3M | +24.6% | +34.6% | -10.1% | +20.2% |
| 6M | +14.5% | +15.2% | -0.7% | +12.7% |
| YTD | +10.5% | -4.4% | +14.9% | +11.3% |
| 1Y | +13.4% | -17.4% | +30.8% | +17.4% |
| All | +13.4% | -20.0% | +33.4% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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