+59.5%
SCHW vs TTMI
+830.4%
-770.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.4% | -0.5% |
| 7D | -1.9% | +0.7% | -2.5% | -2.0% |
| 30D | -1.6% | -8.4% | +6.8% | -0.8% |
| 3M | +21.3% | -32.5% | +53.7% | +26.1% |
| 6M | +16.5% | +32.5% | -16.0% | +5.7% |
| YTD | +8.4% | +83.2% | -74.8% | -9.3% |
| 1Y | +15.6% | +161.7% | -146.0% | -12.3% |
| 3Y | +86.8% | +890.1% | -803.3% | -5.1% |
| All | +59.5% | +830.4% | -770.9% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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