+114.6%
LUV vs TMF
-28.1%
+142.7%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -3.4% | +3.5% | +0.7% |
| 30D | +14.0% | +11.5% | +2.5% | +12.2% |
| 3M | +2.6% | -4.5% | +7.1% | +3.2% |
| 6M | +17.3% | -15.0% | +32.3% | +19.9% |
| YTD | +14.0% | -19.9% | +33.8% | +17.2% |
| 1Y | +47.9% | -26.6% | +74.5% | +52.9% |
| All | +114.6% | -28.1% | +142.7% | +119.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling