+59.5%
SCHW vs TXG
-62.8%
+122.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.4% |
| 7D | -1.9% | +9.5% | -11.3% | -2.7% |
| 30D | -1.6% | +18.8% | -20.4% | -3.4% |
| 3M | +21.3% | +136.1% | -114.8% | +10.4% |
| 6M | +16.5% | +235.2% | -218.8% | +1.4% |
| YTD | +8.4% | +320.5% | -312.1% | -8.3% |
| 1Y | +15.6% | +425.2% | -409.6% | -5.5% |
| 3Y | +86.8% | +42.9% | +44.0% | +72.2% |
| All | +59.5% | -62.8% | +122.3% | +55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling