+15.8%
LUV vs TAP
-50.5%
+66.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | -0.1% | -5.3% | +5.1% | +2.2% |
| 30D | -14.6% | -7.4% | -7.2% | -11.9% |
| 3M | -5.7% | -4.9% | -0.8% | -4.1% |
| 6M | -8.4% | -14.2% | +5.8% | -3.0% |
| YTD | -5.1% | -14.8% | +9.7% | +0.2% |
| 1Y | +26.6% | -18.1% | +44.7% | +35.6% |
| 3Y | +39.7% | -32.7% | +72.4% | +60.4% |
| 5Y | -12.0% | -0.5% | -11.5% | -17.9% |
| All | +15.8% | -50.5% | +66.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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