+59.5%
SCHW vs TSCO
-11.8%
+71.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.3% |
| 7D | -1.9% | -5.7% | +3.8% | -0.5% |
| 30D | -1.6% | -8.8% | +7.1% | +0.5% |
| 3M | +21.3% | +6.3% | +14.9% | +19.1% |
| 6M | +16.5% | -32.3% | +48.8% | +28.2% |
| YTD | +8.4% | -32.7% | +41.1% | +18.8% |
| 1Y | +15.6% | -43.7% | +59.3% | +33.4% |
| 3Y | +86.8% | -19.7% | +106.5% | +86.2% |
| All | +59.5% | -11.8% | +71.3% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSCO.
Daily Out/Under-Performance
Portfolio return minus TSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSCO 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 TSCO 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