+70.3%
T vs SCHW
+301.0%
-230.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.5% | -1.9% | +3.3% | +1.9% |
| 30D | +7.5% | -1.6% | +9.1% | +7.9% |
| 3M | +14.8% | +21.3% | -6.4% | +9.7% |
| 6M | -1.7% | +16.5% | -18.2% | -5.7% |
| YTD | +8.7% | +8.4% | +0.3% | +5.8% |
| 1Y | -7.5% | +15.6% | -23.1% | -11.5% |
| 3Y | +110.2% | +86.8% | +23.4% | +74.3% |
| 5Y | +71.6% | +60.5% | +11.1% | +41.8% |
| All | +70.3% | +301.0% | -230.8% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 10y: compounded portfolio wealth divided by compounded SCHW 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…
10y analysis · Full analysis span regression · 6 months rolling