+270.7%
SCHW vs TRU
+228.8%
+41.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.4% |
| 7D | -1.9% | -2.7% | +0.9% | -0.9% |
| 30D | -1.6% | -2.0% | +0.4% | -1.1% |
| 3M | +21.3% | +18.4% | +2.8% | +12.9% |
| 6M | +16.5% | +8.9% | +7.6% | +11.1% |
| YTD | +8.4% | -8.9% | +17.3% | +9.7% |
| 1Y | +15.6% | -15.9% | +31.5% | +19.8% |
| 3Y | +86.8% | -1.1% | +87.9% | +70.0% |
| 5Y | +60.5% | -35.2% | +95.7% | +74.1% |
| 10Y | +297.7% | +145.3% | +152.5% | +118.4% |
| All | +270.7% | +228.8% | +41.9% | +81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling