-53.1%
TSLL vs SCHW
+65.5%
-118.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.9% |
| 7D | -7.3% | -2.8% | -4.6% | -5.5% |
| 30D | +15.8% | -0.1% | +15.8% | +15.7% |
| 3M | -19.5% | +20.6% | -40.1% | -30.5% |
| 6M | -32.1% | +15.9% | -48.0% | -40.7% |
| YTD | -48.9% | +8.5% | -57.4% | -53.3% |
| 1Y | -23.4% | +17.8% | -41.2% | -35.0% |
| 3Y | -28.6% | +88.5% | -117.1% | -53.8% |
| All | -53.1% | +65.5% | -118.7% | -69.6% |
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 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