+40.9%
SCHW vs TOST
-47.7%
+88.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | -0.6% | -3.6% | +3.0% | -0.1% |
| 30D | -4.4% | +8.9% | -13.3% | -5.8% |
| 3M | -13.6% | -2.2% | -11.4% | -13.5% |
| 6M | +5.9% | +41.0% | -35.0% | -0.3% |
| YTD | -6.2% | -4.0% | -2.2% | -6.8% |
| 1Y | -2.2% | -9.6% | +7.4% | -1.9% |
| 3Y | +76.9% | +141.7% | -64.8% | +48.5% |
| 5Y | +21.6% | -29.5% | +51.1% | +4.2% |
| All | +40.9% | -47.7% | +88.7% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling