+87.9%
SCHW vs TSLQ
-97.2%
+185.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -1.9% | -6.6% | +4.7% | -2.3% |
| 30D | -1.6% | -24.3% | +22.7% | -3.1% |
| 3M | +21.3% | -3.6% | +24.9% | +22.2% |
| 6M | +16.5% | -12.0% | +28.4% | +17.3% |
| YTD | +8.4% | +1.4% | +7.0% | +10.7% |
| 1Y | +15.6% | -43.6% | +59.2% | +13.7% |
| 3Y | +86.8% | -95.4% | +182.2% | +68.0% |
| All | +87.9% | -97.2% | +185.1% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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