+2,664.3%
TSLA vs SCHW
+301.0%
+2,363.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +3.2% | -1.9% | +5.1% | +3.9% |
| 30D | +11.6% | -1.6% | +13.2% | +12.3% |
| 3M | -8.4% | +21.3% | -29.7% | -15.7% |
| 6M | -10.4% | +16.5% | -26.9% | -16.8% |
| YTD | -18.7% | +8.4% | -27.2% | -22.5% |
| 1Y | -0.9% | +15.6% | -16.5% | -8.3% |
| 3Y | +33.6% | +86.8% | -53.3% | +1.5% |
| 5Y | +48.9% | +60.5% | -11.6% | +16.7% |
| All | +2,664.3% | +301.0% | +2,363.3% | +1,575.8% |
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 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