+2,885.3%
SCHW vs TTWO
+5,817.5%
-2,932.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.0% | +0.1% |
| 7D | -2.8% | +1.3% | -4.1% | -3.0% |
| 30D | -0.1% | -13.4% | +13.3% | +3.1% |
| 3M | +20.6% | +3.1% | +17.5% | +19.4% |
| 6M | +15.9% | +3.8% | +12.2% | +14.4% |
| YTD | +8.5% | -15.3% | +23.8% | +11.6% |
| 1Y | +17.8% | -11.1% | +28.9% | +19.7% |
| 3Y | +88.5% | +52.0% | +36.6% | +68.0% |
| 5Y | +60.6% | +40.9% | +19.7% | +42.1% |
| 10Y | +298.0% | +407.6% | -109.6% | +148.0% |
| All | +2,885.3% | +5,817.5% | -2,932.2% | +748.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 TTWO 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