-14.4%
LUV vs TMF
-88.0%
+73.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | +0.7% | -0.9% | +1.5% | +0.7% |
| 30D | -13.4% | -1.0% | -12.5% | -13.4% |
| 3M | -9.6% | -11.3% | +1.7% | -8.8% |
| 6M | -8.9% | -22.7% | +13.8% | -7.4% |
| YTD | -5.2% | -17.3% | +12.2% | -3.9% |
| 1Y | +27.0% | -22.5% | +49.5% | +29.1% |
| 3Y | +39.6% | -43.2% | +82.9% | +41.5% |
| 5Y | -14.4% | -88.3% | +73.9% | -21.7% |
| All | -14.4% | -88.0% | +73.5% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling