-46.0%
TSLL vs SCHW
+1.9%
-47.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.6% | -10.9% | -6.3% |
| 7D | -9.4% | +5.2% | -14.6% | -9.4% |
| 30D | +1.6% | -4.7% | +6.3% | +2.1% |
| 3M | +29.4% | -11.9% | +41.4% | +30.8% |
| 6M | -20.1% | +2.7% | -22.9% | -19.9% |
| YTD | -44.5% | -5.6% | -38.9% | -43.6% |
| 1Y | -46.0% | +0.8% | -46.8% | -48.3% |
| All | -46.0% | +1.9% | -47.9% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling