+291.9%
SCHW vs TTD
+385.9%
-94.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -2.8% | -7.4% | +4.7% | -2.0% |
| 30D | -0.1% | +3.0% | -3.1% | -0.5% |
| 3M | +20.6% | -27.6% | +48.2% | +24.1% |
| 6M | +15.9% | -49.5% | +65.4% | +23.5% |
| YTD | +8.5% | -63.2% | +71.7% | +19.1% |
| 1Y | +17.8% | -69.7% | +87.6% | +31.9% |
| 3Y | +88.5% | -83.3% | +171.9% | +114.7% |
| 5Y | +60.6% | -80.8% | +141.4% | +70.9% |
| All | +291.9% | +385.9% | -94.0% | +204.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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