+426.0%
LUV vs TNA
+913.2%
-487.1%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.1% | +0.9% |
| 7D | -0.1% | -7.6% | +7.5% | +2.2% |
| 30D | -14.6% | -13.6% | -1.0% | -10.9% |
| 3M | -5.7% | +2.8% | -8.5% | -6.6% |
| 6M | -8.4% | +34.5% | -42.9% | -16.7% |
| YTD | -5.1% | +41.0% | -46.2% | -15.3% |
| 1Y | +26.6% | +52.0% | -25.4% | +9.4% |
| 3Y | +39.7% | +103.5% | -63.8% | +1.7% |
| 5Y | -12.0% | -22.5% | +10.5% | -23.6% |
| 10Y | +17.3% | +81.9% | -64.6% | -36.5% |
| All | +426.0% | +913.2% | -487.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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