-52.0%
TSLL vs SCHW
+64.3%
-116.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | 0.0% |
| 7D | +5.1% | -1.6% | +6.7% | +6.4% |
| 30D | +20.0% | -1.1% | +21.0% | +20.8% |
| 3M | -23.8% | +20.4% | -44.1% | -34.1% |
| 6M | -30.3% | +13.6% | -43.9% | -38.2% |
| YTD | -47.7% | +7.7% | -55.3% | -51.9% |
| 1Y | -21.2% | +15.2% | -36.4% | -31.9% |
| 3Y | -26.9% | +87.1% | -114.0% | -52.5% |
| All | -52.0% | +64.3% | -116.3% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling