+13.4%
SCHW vs TPR
+18.2%
-4.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.8% | -2.7% | +1.9% | -0.5% |
| 30D | +1.5% | -23.3% | +24.7% | +4.5% |
| 3M | +24.6% | -12.8% | +37.4% | +25.7% |
| 6M | +14.5% | -21.7% | +36.3% | +17.2% |
| YTD | +10.5% | -3.9% | +14.3% | +10.5% |
| 1Y | +13.4% | +16.9% | -3.5% | +10.2% |
| All | +13.4% | +18.2% | -4.8% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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