+0.9%
SCHW vs TRU
+3.5%
-2.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.6% | 0.0% | +3.9% |
| 7D | +5.2% | +10.5% | -5.3% | +3.6% |
| 30D | -4.7% | +28.7% | -33.4% | -8.6% |
| 3M | -11.9% | +0.7% | -12.6% | -11.8% |
| 6M | +2.7% | +19.3% | -16.6% | -0.8% |
| YTD | -5.6% | -3.7% | -1.9% | -5.4% |
| All | +0.9% | +3.5% | -2.5% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 1y: compounded portfolio wealth divided by compounded TRU 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…
1y analysis · Full analysis span regression · 6 months rolling