+379.9%
SCHW vs TPR
+7,101.5%
-6,721.6%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.7% | +1.5% | -0.7% |
| 7D | -1.3% | -3.4% | +2.1% | +0.1% |
| 30D | -0.4% | -27.3% | +26.9% | +12.3% |
| 3M | +21.7% | -16.2% | +37.9% | +28.9% |
| 6M | +13.0% | -17.9% | +30.8% | +19.4% |
| YTD | +8.0% | -7.1% | +15.1% | +7.8% |
| 1Y | +15.8% | +13.6% | +2.2% | +5.2% |
| 3Y | +87.7% | +293.7% | -206.0% | -5.3% |
| 5Y | +59.7% | +239.1% | -179.4% | -18.4% |
| 10Y | +292.9% | +311.2% | -18.3% | +54.2% |
| All | +379.9% | +7,101.5% | -6,721.6% | -54.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling