+110.2%
T vs SCHW
+86.6%
+23.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.0% |
| 7D | +1.5% | -1.9% | +3.3% | +1.6% |
| 30D | +7.5% | -1.6% | +9.1% | +7.6% |
| 3M | +14.8% | +21.3% | -6.4% | +13.3% |
| 6M | -1.7% | +16.5% | -18.2% | -3.0% |
| YTD | +8.7% | +8.4% | +0.3% | +7.9% |
| 1Y | -7.5% | +15.6% | -23.1% | -9.0% |
| 3Y | +110.2% | +86.8% | +23.4% | +85.4% |
| All | +110.2% | +86.6% | +23.6% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling