+5,046.9%
LUV vs TAP
+832.8%
+4,214.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.9% | -1.4% |
| 7D | +1.1% | +1.3% | -0.2% | +0.8% |
| 30D | +14.2% | +5.7% | +8.5% | +12.6% |
| 3M | +0.6% | -1.9% | +2.5% | +0.8% |
| 6M | +15.1% | +0.9% | +14.1% | +14.3% |
| YTD | +10.2% | -9.5% | +19.7% | +12.0% |
| 1Y | +38.4% | -9.0% | +47.4% | +40.4% |
| 3Y | +107.5% | -22.2% | +129.7% | +117.2% |
| 5Y | +1.1% | +1.2% | -0.1% | -1.4% |
| 10Y | +16.0% | -46.1% | +62.2% | +25.3% |
| All | +5,046.9% | +832.8% | +4,214.1% | +3,024.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling