+187.9%
SCHW vs TPR
+364.3%
-176.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -3.6% | +15.1% | -18.7% | -8.3% |
| 3M | -15.0% | +3.5% | -18.5% | -16.3% |
| 6M | +2.6% | +0.4% | +2.2% | +0.7% |
| YTD | -5.7% | +4.6% | -10.3% | -9.8% |
| 1Y | -0.9% | +33.1% | -34.0% | -13.0% |
| 3Y | +79.4% | +396.0% | -316.6% | -7.7% |
| 5Y | +21.2% | +230.3% | -209.1% | -30.0% |
| All | +187.9% | +364.3% | -176.4% | +28.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling