-26.7%
TSLL vs SCHW
+93.3%
-120.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.2% | +10.1% | +10.0% |
| 7D | +5.8% | -1.3% | +7.1% | +7.2% |
| 30D | +21.7% | -0.4% | +22.1% | +22.0% |
| 3M | -28.2% | +21.7% | -49.9% | -41.9% |
| 6M | -29.5% | +13.0% | -42.4% | -39.9% |
| YTD | -47.5% | +8.0% | -55.6% | -53.6% |
| 1Y | -20.8% | +15.8% | -36.6% | -36.6% |
| 3Y | -26.7% | +87.7% | -114.5% | -59.7% |
| All | -26.7% | +93.3% | -120.0% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling