+76.3%
SCHW vs TYL
+1.2%
+75.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | -0.9% | -1.6% | +0.6% | -0.6% |
| 30D | -4.4% | +22.1% | -26.5% | -8.1% |
| 3M | -15.9% | +33.4% | -49.2% | -20.7% |
| 6M | +2.0% | +36.8% | -34.8% | -4.8% |
| YTD | -7.3% | -6.7% | -0.6% | -6.5% |
| 1Y | -4.9% | -9.2% | +4.3% | -3.5% |
| All | +76.3% | +1.2% | +75.1% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling