+63.0%
SCHW vs TOST
-51.1%
+114.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +1.0% |
| 7D | -2.8% | -5.9% | +3.1% | -1.8% |
| 30D | -0.1% | -8.4% | +8.4% | +1.3% |
| 3M | +20.6% | +31.4% | -10.9% | +15.2% |
| 6M | +15.9% | +10.5% | +5.4% | +13.2% |
| YTD | +8.5% | -10.1% | +18.5% | +9.1% |
| 1Y | +17.8% | -19.9% | +37.8% | +20.4% |
| 3Y | +88.5% | +53.3% | +35.3% | +69.3% |
| All | +63.0% | -51.1% | +114.1% | +42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling