+129.9%
TLT vs SCHW
+1,429.8%
-1,300.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.3% | -1.6% | +1.3% | -0.5% |
| 30D | 0.0% | -1.1% | +1.0% | -0.1% |
| 3M | -2.9% | +20.4% | -23.2% | -0.4% |
| 6M | -6.3% | +13.6% | -19.9% | -4.5% |
| YTD | -3.3% | +7.7% | -11.0% | -2.1% |
| 1Y | -4.2% | +15.2% | -19.4% | -2.1% |
| 3Y | -1.7% | +87.1% | -88.8% | +8.1% |
| 5Y | -34.9% | +57.5% | -92.4% | -28.6% |
| 10Y | -19.8% | +295.1% | -314.9% | +5.4% |
| All | +129.9% | +1,429.8% | -1,300.0% | +290.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling