-12.3%
LUV vs TD
+125.7%
-138.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.9% |
| 7D | -1.0% | -0.5% | -0.4% | -0.6% |
| 30D | -12.4% | -1.9% | -10.5% | -11.2% |
| 3M | -11.0% | +4.8% | -15.7% | -14.1% |
| 6M | -5.0% | +28.0% | -33.0% | -20.6% |
| YTD | -3.8% | +30.3% | -34.1% | -20.4% |
| 1Y | +25.9% | +59.8% | -33.9% | -9.1% |
| 3Y | +42.2% | +124.7% | -82.5% | -19.6% |
| All | -12.3% | +125.7% | -138.0% | -51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling