+66.2%
T vs SCHW
+59.4%
+6.8%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.5% |
| 7D | -2.4% | -2.8% | +0.3% | -2.1% |
| 30D | +4.3% | -0.1% | +4.3% | +4.3% |
| 3M | +11.6% | +20.6% | -9.0% | +9.1% |
| 6M | -5.6% | +15.9% | -21.5% | -7.4% |
| YTD | +6.6% | +8.5% | -1.9% | +5.2% |
| 1Y | -8.4% | +17.8% | -26.2% | -10.7% |
| 3Y | +107.8% | +88.5% | +19.3% | +87.3% |
| All | +66.2% | +59.4% | +6.8% | +45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling