+0.8%
SCHW vs TXG
+406.9%
-406.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.4% | +1.2% | +4.5% |
| 7D | +5.2% | -19.3% | +24.4% | +5.5% |
| 30D | -4.7% | -30.9% | +26.2% | -4.3% |
| 3M | -11.9% | +41.1% | -53.0% | -12.2% |
| 6M | +2.7% | +211.9% | -209.1% | -1.0% |
| YTD | -5.6% | +314.0% | -319.6% | -10.3% |
| 1Y | +0.8% | +405.4% | -404.6% | -4.8% |
| All | +0.8% | +406.9% | -406.1% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling