+165.7%
SCHW vs TW
+206.7%
-41.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -1.9% | -4.5% | +2.6% | -0.5% |
| 30D | -1.6% | -2.3% | +0.6% | -1.0% |
| 3M | +21.3% | +2.6% | +18.7% | +19.8% |
| 6M | +16.5% | -17.5% | +34.0% | +22.7% |
| YTD | +8.4% | -5.3% | +13.7% | +9.0% |
| 1Y | +15.6% | -14.8% | +30.4% | +20.0% |
| 3Y | +86.8% | +18.8% | +68.0% | +70.4% |
| 5Y | +60.5% | +20.7% | +39.8% | +42.4% |
| All | +165.7% | +206.7% | -41.0% | +89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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