+46.8%
TSLA vs SCHW
+59.4%
-12.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.5% |
| 7D | -3.4% | -2.8% | -0.6% | -2.2% |
| 30D | +9.2% | -0.1% | +9.3% | +9.2% |
| 3M | -4.7% | +20.6% | -25.3% | -13.2% |
| 6M | -8.9% | +15.9% | -24.9% | -16.2% |
| YTD | -19.2% | +8.5% | -27.7% | -23.4% |
| 1Y | +4.5% | +17.8% | -13.3% | -5.5% |
| 3Y | +46.3% | +88.5% | -42.2% | +5.0% |
| All | +46.8% | +59.4% | -12.6% | +12.0% |
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