+29.6%
LUV vs TCOM
-42.5%
+72.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.4% |
| 7D | +0.4% | -9.5% | +9.9% | +1.7% |
| 30D | -18.4% | -10.7% | -7.7% | -17.2% |
| 3M | -3.2% | -14.6% | +11.4% | -1.0% |
| 6M | -14.8% | -19.3% | +4.5% | -11.4% |
| YTD | -2.9% | -42.9% | +40.1% | +6.4% |
| 1Y | +29.6% | -43.8% | +73.4% | +42.2% |
| All | +29.6% | -42.5% | +72.1% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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