+165.9%
SCHW vs TW
+209.8%
-44.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -2.8% | -2.7% | 0.0% | -1.9% |
| 30D | -0.1% | -1.7% | +1.7% | +0.5% |
| 3M | +20.6% | +1.6% | +19.0% | +19.5% |
| 6M | +15.9% | -17.7% | +33.6% | +22.2% |
| YTD | +8.5% | -4.3% | +12.8% | +8.8% |
| 1Y | +17.8% | -13.1% | +31.0% | +21.6% |
| 3Y | +88.5% | +20.3% | +68.2% | +71.3% |
| 5Y | +60.6% | +22.0% | +38.7% | +42.1% |
| All | +165.9% | +209.8% | -44.0% | +89.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling