+49.5%
TXN vs SCHW
+17.7%
+31.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +4.0% | -1.9% | +5.8% | +3.6% |
| 30D | -2.9% | -1.6% | -1.2% | -3.1% |
| 3M | -9.1% | +21.3% | -30.4% | -6.2% |
| 6M | +36.6% | +16.5% | +20.1% | +40.3% |
| YTD | +57.5% | +8.4% | +49.1% | +61.5% |
| 1Y | +49.5% | +15.6% | +33.9% | +48.0% |
| All | +49.5% | +17.7% | +31.8% | +48.0% |
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 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