+59.5%
SCHW vs TRV
+162.8%
-103.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -1.0% |
| 7D | -1.9% | +1.9% | -3.8% | -2.7% |
| 30D | -1.6% | +1.7% | -3.3% | -2.4% |
| 3M | +21.3% | +23.9% | -2.6% | +9.7% |
| 6M | +16.5% | +26.3% | -9.8% | +4.3% |
| YTD | +8.4% | +30.8% | -22.4% | -4.8% |
| 1Y | +15.6% | +36.3% | -20.7% | -0.7% |
| 3Y | +86.8% | +145.0% | -58.2% | +10.3% |
| All | +59.5% | +162.8% | -103.3% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 5y: compounded portfolio wealth divided by compounded TRV 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…
5y analysis · Full analysis span regression · 6 months rolling