+3.2%
LUV vs TMF
-88.3%
+91.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.1% | -3.4% | +3.5% | +0.4% |
| 30D | +14.0% | +11.5% | +2.5% | +13.1% |
| 3M | +2.6% | -4.5% | +7.1% | +2.9% |
| 6M | +17.3% | -15.0% | +32.3% | +18.7% |
| YTD | +14.0% | -19.9% | +33.8% | +15.8% |
| 1Y | +47.9% | -26.6% | +74.5% | +50.7% |
| 3Y | +114.0% | -29.8% | +143.8% | +116.4% |
| 5Y | +3.2% | -88.2% | +91.3% | -12.1% |
| All | +3.2% | -88.3% | +91.5% | -12.1% |
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 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