+51,384.6%
SCHW vs TXT
+2,083.0%
+49,301.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -0.4% | -11.1% | +10.7% | +5.2% |
| 3M | +21.7% | -13.0% | +34.7% | +29.1% |
| 6M | +13.0% | -16.2% | +29.2% | +21.3% |
| YTD | +8.0% | -8.7% | +16.7% | +10.7% |
| 1Y | +15.8% | -3.8% | +19.6% | +15.4% |
| 3Y | +87.7% | +5.5% | +82.2% | +74.7% |
| 5Y | +59.7% | +12.3% | +47.4% | +43.1% |
| 10Y | +292.9% | +97.4% | +195.5% | +154.1% |
| All | +51,384.6% | +2,083.0% | +49,301.6% | +9,341.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling