+556.9%
LUV vs TMF
-68.9%
+625.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.9% | +2.3% |
| 7D | +0.4% | -1.4% | +1.9% | +0.3% |
| 30D | -18.4% | -2.8% | -15.6% | -18.7% |
| 3M | -3.2% | -10.9% | +7.7% | -4.5% |
| 6M | -14.8% | -21.3% | +6.5% | -17.3% |
| YTD | -2.9% | -15.9% | +13.0% | -4.9% |
| 1Y | +29.6% | -15.7% | +45.3% | +27.1% |
| 3Y | +35.2% | -43.4% | +78.6% | +27.9% |
| 5Y | -11.7% | -87.8% | +76.1% | -33.6% |
| 10Y | +21.6% | -86.7% | +108.3% | +0.3% |
| All | +556.9% | -68.9% | +625.8% | +593.4% |
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