+47,207.3%
SCHW vs TRMB
+3,227.2%
+43,980.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | -2.8% | -5.4% | +2.7% | -1.4% |
| 30D | -0.1% | -2.0% | +1.9% | +0.3% |
| 3M | +20.6% | +12.3% | +8.2% | +16.6% |
| 6M | +15.9% | -17.6% | +33.6% | +21.1% |
| YTD | +8.5% | -27.5% | +35.9% | +16.9% |
| 1Y | +17.8% | -29.1% | +46.9% | +27.5% |
| 3Y | +88.5% | +11.5% | +77.0% | +79.2% |
| 5Y | +60.6% | -39.5% | +100.1% | +76.0% |
| 10Y | +298.0% | +118.6% | +179.4% | +210.8% |
| All | +47,207.3% | +3,227.2% | +43,980.1% | +17,043.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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