+86.8%
SCHW vs TRI
-18.9%
+105.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -1.9% | -7.9% | +6.0% | -0.5% |
| 30D | -1.6% | -4.5% | +2.9% | -0.9% |
| 3M | +21.3% | +22.1% | -0.8% | +15.9% |
| 6M | +16.5% | -2.8% | +19.3% | +15.5% |
| YTD | +8.4% | -23.4% | +31.8% | +13.1% |
| 1Y | +15.6% | -41.5% | +57.2% | +29.1% |
| 3Y | +86.8% | -19.2% | +106.1% | +86.1% |
| All | +86.8% | -18.9% | +105.8% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 3y: compounded portfolio wealth divided by compounded TRI 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…
3y analysis · Full analysis span regression · 6 months rolling