-23.4%
TSLL vs SCHW
+16.7%
-40.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.1% | -2.4% |
| 7D | -7.3% | -2.8% | -4.6% | -7.2% |
| 30D | +15.8% | -0.1% | +15.8% | +15.9% |
| 3M | -19.5% | +20.6% | -40.1% | -19.9% |
| 6M | -32.1% | +15.9% | -48.0% | -31.3% |
| YTD | -48.9% | +8.5% | -57.4% | -47.5% |
| 1Y | -23.4% | +17.8% | -41.2% | -18.5% |
| All | -23.4% | +16.7% | -40.1% | -18.5% |
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