+78.9%
SCHW vs TOST
+145.2%
-66.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +4.2% | +3.0% | +1.2% | +3.7% |
| 30D | -3.8% | +10.3% | -14.0% | -5.5% |
| 3M | -13.6% | -3.3% | -10.3% | -13.3% |
| 6M | +5.3% | +37.8% | -32.5% | -0.9% |
| YTD | -6.0% | -2.8% | -3.2% | -6.4% |
| 1Y | -1.4% | -9.6% | +8.2% | -0.6% |
| All | +78.9% | +145.2% | -66.3% | +41.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling