+295.2%
SCHW vs TT
+954.8%
-659.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.2% |
| 7D | -2.8% | -1.0% | -1.8% | -2.3% |
| 30D | -0.1% | -8.9% | +8.9% | +4.7% |
| 3M | +20.6% | -1.8% | +22.4% | +20.5% |
| 6M | +15.9% | +1.9% | +14.1% | +12.4% |
| YTD | +8.5% | +13.8% | -5.3% | -1.9% |
| 1Y | +17.8% | +6.1% | +11.7% | +10.1% |
| 3Y | +88.5% | +119.6% | -31.0% | +8.8% |
| 5Y | +60.6% | +145.9% | -85.2% | -16.0% |
| All | +295.2% | +954.8% | -659.6% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling