+22.5%
SCHW vs TPG
+74.1%
-51.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.7% |
| 7D | -1.9% | -9.4% | +7.6% | +1.7% |
| 30D | -1.6% | -5.3% | +3.6% | 0.0% |
| 3M | +21.3% | +12.9% | +8.3% | +14.9% |
| 6M | +16.5% | +20.1% | -3.6% | +7.2% |
| YTD | +8.4% | -22.5% | +30.9% | +17.3% |
| 1Y | +15.6% | -19.7% | +35.3% | +22.8% |
| 3Y | +86.8% | +81.2% | +5.6% | +35.0% |
| All | +22.5% | +74.1% | -51.6% | -17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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