+51,384.6%
SCHW vs TT
+16,069.7%
+35,314.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.3% | +1.6% | -2.9% | -2.1% |
| 30D | -0.4% | -7.3% | +6.9% | +3.6% |
| 3M | +21.7% | -2.6% | +24.3% | +22.1% |
| 6M | +13.0% | +5.9% | +7.1% | +7.3% |
| YTD | +8.0% | +15.4% | -7.4% | -2.9% |
| 1Y | +15.8% | +8.2% | +7.6% | +7.2% |
| 3Y | +87.7% | +122.7% | -34.9% | +12.6% |
| 5Y | +59.7% | +145.0% | -85.3% | -10.6% |
| 10Y | +292.9% | +893.7% | -600.9% | -0.8% |
| All | +51,384.6% | +16,069.7% | +35,314.8% | +3,073.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling