+1,188.8%
SCHW vs TRI
+499.2%
+689.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.1% | +1.5% |
| 7D | -2.8% | -14.4% | +11.6% | +5.8% |
| 30D | -0.1% | -8.1% | +8.1% | +4.0% |
| 3M | +20.6% | +17.5% | +3.0% | +6.4% |
| 6M | +15.9% | -5.0% | +20.9% | +13.5% |
| YTD | +8.5% | -24.7% | +33.2% | +19.0% |
| 1Y | +17.8% | -41.5% | +59.3% | +50.3% |
| 3Y | +88.5% | -20.3% | +108.9% | +90.0% |
| 5Y | +60.6% | -10.9% | +71.6% | +47.1% |
| 10Y | +298.0% | +190.6% | +107.5% | +52.6% |
| All | +1,188.8% | +499.2% | +689.6% | +124.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling