+390.8%
SCHW vs TPR
+7,380.8%
-6,990.0%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.8% | -2.3% | +1.5% | +0.1% |
| 30D | +1.5% | -23.0% | +24.4% | +11.7% |
| 3M | +24.6% | -12.5% | +37.0% | +29.6% |
| 6M | +14.5% | -21.4% | +36.0% | +23.3% |
| YTD | +10.5% | -3.5% | +14.0% | +8.5% |
| 1Y | +13.4% | +17.4% | -4.0% | +1.7% |
| 3Y | +88.3% | +291.3% | -203.0% | -4.7% |
| 5Y | +62.1% | +241.9% | -179.8% | -17.4% |
| 10Y | +297.3% | +322.7% | -25.4% | +54.2% |
| All | +390.8% | +7,380.8% | -6,990.0% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling