-6.0%
LUV vs TPG
+75.2%
-81.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -0.3% | -8.9% | +8.6% | +3.5% |
| 30D | -10.3% | -9.5% | -0.8% | -6.8% |
| 3M | -12.7% | +12.8% | -25.4% | -17.4% |
| 6M | +2.9% | +21.4% | -18.4% | -5.6% |
| YTD | -3.1% | -22.0% | +18.9% | +5.0% |
| 1Y | +27.1% | -18.1% | +45.2% | +34.5% |
| 3Y | +45.6% | +75.1% | -29.5% | +10.3% |
| All | -6.0% | +75.2% | -81.2% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 10y: compounded portfolio wealth divided by compounded TPG 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…
10y analysis · Full analysis span regression · 6 months rolling