+295.2%
SCHW vs TXT
+103.1%
+192.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.2% |
| 7D | -2.8% | -0.2% | -2.5% | -2.7% |
| 30D | -0.1% | -10.2% | +10.2% | +5.8% |
| 3M | +20.6% | -13.3% | +33.8% | +29.1% |
| 6M | +15.9% | -14.4% | +30.3% | +24.1% |
| YTD | +8.5% | -9.1% | +17.6% | +11.5% |
| 1Y | +17.8% | -2.2% | +20.0% | +15.8% |
| 3Y | +88.5% | +5.1% | +83.5% | +71.6% |
| 5Y | +60.6% | +12.8% | +47.8% | +38.1% |
| All | +295.2% | +103.1% | +192.1% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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