+51,606.1%
SCHW vs TRV
+6,607.4%
+44,998.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.4% |
| 7D | -2.8% | -1.5% | -1.3% | -1.8% |
| 30D | -0.1% | -1.8% | +1.8% | +1.1% |
| 3M | +20.6% | +21.6% | -1.0% | +5.1% |
| 6M | +15.9% | +22.5% | -6.5% | +0.4% |
| YTD | +8.5% | +28.1% | -19.7% | -9.3% |
| 1Y | +17.8% | +37.0% | -19.2% | -6.1% |
| 3Y | +88.5% | +141.9% | -53.4% | -1.1% |
| 5Y | +60.6% | +158.5% | -97.9% | -20.3% |
| 10Y | +298.0% | +297.5% | +0.5% | +41.0% |
| All | +51,606.1% | +6,607.4% | +44,998.7% | +3,430.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling