+17.8%
SCHW vs TYL
-39.8%
+57.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.1% |
| 7D | -2.8% | -11.5% | +8.8% | -0.8% |
| 30D | -0.1% | +3.9% | -3.9% | -0.8% |
| 3M | +20.6% | +10.8% | +9.8% | +18.1% |
| 6M | +15.9% | -5.3% | +21.2% | +15.7% |
| YTD | +8.5% | -26.1% | +34.6% | +12.7% |
| 1Y | +17.8% | -38.5% | +56.4% | +27.3% |
| All | +17.8% | -39.8% | +57.6% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling