+59.5%
SCHW vs TXT
+14.1%
+45.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.3% | -1.1% |
| 7D | -1.9% | +2.4% | -4.3% | -3.0% |
| 30D | -1.6% | -8.9% | +7.3% | +2.5% |
| 3M | +21.3% | -13.6% | +34.8% | +28.9% |
| 6M | +16.5% | -13.1% | +29.6% | +22.7% |
| YTD | +8.4% | -7.0% | +15.4% | +9.6% |
| 1Y | +15.6% | -1.4% | +17.0% | +12.9% |
| 3Y | +86.8% | +6.9% | +79.9% | +66.2% |
| All | +59.5% | +14.1% | +45.4% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling