+59.5%
SCHW vs TT
+144.9%
-85.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -1.9% | -1.2% | -0.7% | -1.4% |
| 30D | -1.6% | -7.3% | +5.7% | +1.1% |
| 3M | +21.3% | -3.6% | +24.9% | +22.0% |
| 6M | +16.5% | +2.8% | +13.7% | +13.3% |
| YTD | +8.4% | +14.5% | -6.1% | -0.1% |
| 1Y | +15.6% | +7.4% | +8.2% | +9.2% |
| 3Y | +86.8% | +116.2% | -29.4% | +18.4% |
| All | +59.5% | +144.9% | -85.4% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling