+52,550.4%
SCHW vs TYL
+12,593.6%
+39,956.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.3% |
| 7D | -0.8% | -3.7% | +2.9% | -0.2% |
| 30D | +1.5% | +18.7% | -17.3% | -1.4% |
| 3M | +24.6% | +18.1% | +6.4% | +20.9% |
| 6M | +14.5% | -1.1% | +15.7% | +14.2% |
| YTD | +10.5% | -19.8% | +30.3% | +13.3% |
| 1Y | +13.4% | -34.3% | +47.7% | +19.9% |
| 3Y | +88.3% | -8.2% | +96.5% | +87.7% |
| 5Y | +62.1% | -25.4% | +87.5% | +65.4% |
| 10Y | +297.3% | +115.6% | +181.7% | +240.7% |
| All | +52,550.4% | +12,593.6% | +39,956.7% | +22,953.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling