+649.9%
LUV vs TMF
-71.6%
+721.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -3.2% |
| 7D | +1.8% | -8.2% | +9.9% | +0.9% |
| 30D | +11.3% | +5.3% | +5.9% | +11.9% |
| 3M | +1.0% | -8.5% | +9.5% | +0.1% |
| 6M | +15.6% | -17.2% | +32.8% | +13.2% |
| YTD | +10.9% | -23.4% | +34.3% | +7.5% |
| 1Y | +38.1% | -30.2% | +68.3% | +32.4% |
| 3Y | +108.2% | -32.9% | +141.1% | +102.0% |
| 5Y | +1.7% | -88.5% | +90.3% | -24.1% |
| 10Y | +16.8% | -82.2% | +99.0% | +1.5% |
| All | +649.9% | -71.6% | +721.6% | +683.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling