+295.2%
SCHW vs TYL
+100.8%
+194.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.4% |
| 7D | -2.8% | -11.5% | +8.8% | +0.9% |
| 30D | -0.1% | +3.9% | -3.9% | -1.4% |
| 3M | +20.6% | +10.8% | +9.8% | +16.0% |
| 6M | +15.9% | -5.3% | +21.2% | +16.6% |
| YTD | +8.5% | -26.1% | +34.6% | +17.1% |
| 1Y | +17.8% | -38.5% | +56.4% | +35.0% |
| 3Y | +88.5% | -14.5% | +103.0% | +89.2% |
| 5Y | +60.6% | -28.9% | +89.5% | +67.6% |
| All | +295.2% | +100.8% | +194.4% | +179.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TYL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling