+86.8%
SCHW vs TROW
+11.3%
+75.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.5% |
| 7D | -1.9% | -3.2% | +1.3% | -0.4% |
| 30D | -1.6% | -4.6% | +3.0% | +0.5% |
| 3M | +21.3% | -0.7% | +21.9% | +20.8% |
| 6M | +16.5% | +22.2% | -5.7% | +4.6% |
| YTD | +8.4% | +6.6% | +1.8% | +3.7% |
| 1Y | +15.6% | +5.8% | +9.8% | +10.9% |
| 3Y | +86.8% | +11.6% | +75.2% | +68.3% |
| All | +86.8% | +11.3% | +75.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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