+17.5%
LUV vs TCOM
-9.8%
+27.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.2% |
| 7D | -1.0% | -4.9% | +3.9% | +0.2% |
| 30D | -12.4% | -14.4% | +2.0% | -9.2% |
| 3M | -11.0% | -17.7% | +6.7% | -7.5% |
| 6M | -5.0% | -25.1% | +20.1% | +1.1% |
| YTD | -3.8% | -45.7% | +42.0% | +9.7% |
| 1Y | +25.9% | -47.9% | +73.8% | +44.9% |
| 3Y | +42.2% | +8.9% | +33.3% | +30.7% |
| 5Y | -10.8% | +26.9% | -37.6% | -27.0% |
| All | +17.5% | -9.8% | +27.3% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling