+17.5%
LUV vs TMF
-86.4%
+103.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -1.0% | -5.1% | +4.1% | -1.3% |
| 30D | -12.4% | -4.6% | -7.8% | -12.6% |
| 3M | -11.0% | -16.6% | +5.6% | -12.0% |
| 6M | -5.0% | -19.9% | +14.9% | -6.4% |
| YTD | -3.8% | -20.2% | +16.4% | -5.2% |
| 1Y | +25.9% | -27.7% | +53.6% | +23.1% |
| 3Y | +42.2% | -43.9% | +86.2% | +36.9% |
| 5Y | -10.8% | -88.4% | +77.6% | -33.7% |
| All | +17.5% | -86.4% | +103.9% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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