+39.6%
LUV vs TMF
-42.4%
+82.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +3.1% | +1.0% | +2.1% | +3.0% |
| 30D | -17.4% | -1.8% | -15.6% | -17.2% |
| 3M | -4.9% | -8.2% | +3.4% | -3.7% |
| 6M | -5.7% | -19.5% | +13.8% | -3.2% |
| YTD | -5.2% | -16.0% | +10.8% | -3.0% |
| 1Y | +24.1% | -22.5% | +46.6% | +27.7% |
| 3Y | +39.6% | -42.3% | +81.9% | +41.1% |
| All | +39.6% | -42.4% | +82.0% | +41.1% |
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