+290.2%
SCHW vs TTD
+387.7%
-97.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.8% | +0.6% | -1.9% |
| 7D | -1.3% | +1.7% | -3.0% | -1.5% |
| 30D | -0.4% | +1.6% | -2.0% | -0.6% |
| 3M | +21.7% | -27.8% | +49.5% | +25.3% |
| 6M | +13.0% | -52.1% | +65.1% | +21.0% |
| YTD | +8.0% | -63.1% | +71.1% | +18.6% |
| 1Y | +15.8% | -73.1% | +88.9% | +31.2% |
| 3Y | +87.7% | -83.3% | +171.0% | +113.7% |
| 5Y | +59.7% | -80.6% | +140.3% | +69.7% |
| All | +290.2% | +387.7% | -97.4% | +203.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling