+419.8%
TXN vs SCHW
+301.0%
+118.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -1.9% | +5.8% | +4.6% |
| 30D | -2.9% | -1.6% | -1.2% | -2.4% |
| 3M | -9.1% | +21.3% | -30.4% | -15.6% |
| 6M | +36.6% | +16.5% | +20.1% | +27.7% |
| YTD | +57.5% | +8.4% | +49.1% | +50.5% |
| 1Y | +49.5% | +15.6% | +33.9% | +39.4% |
| 3Y | +76.5% | +86.8% | -10.3% | +35.1% |
| 5Y | +62.4% | +60.5% | +1.9% | +25.4% |
| All | +419.8% | +301.0% | +118.8% | +170.0% |
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