+60.6%
SCHW vs TPR
+222.6%
-162.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.2% |
| 7D | -2.8% | -5.1% | +2.4% | -1.3% |
| 30D | -0.1% | -27.6% | +27.5% | +8.8% |
| 3M | +20.6% | -17.5% | +38.0% | +26.0% |
| 6M | +15.9% | -21.3% | +37.3% | +22.1% |
| YTD | +8.5% | -8.5% | +17.0% | +8.6% |
| 1Y | +17.8% | +11.5% | +6.4% | +10.1% |
| 3Y | +88.5% | +288.0% | -199.5% | +7.0% |
| 5Y | +60.6% | +225.2% | -164.5% | -3.4% |
| All | +60.6% | +222.6% | -162.0% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling