+87.0%
SCHW vs TTD
-83.5%
+170.5%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.4% |
| 3M | +20.6% | -27.6% | +48.2% | +23.8% |
| 6M | +15.9% | -49.5% | +65.4% | +22.9% |
| YTD | +8.5% | -63.2% | +71.7% | +18.4% |
| 1Y | +17.8% | -69.7% | +87.6% | +31.0% |
| All | +87.0% | -83.5% | +170.5% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling