+250.4%
LUV vs TRGP
+2,242.0%
-1,991.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | +0.7% | -0.7% | +1.4% | +0.8% |
| 30D | -13.4% | +9.5% | -22.9% | -15.3% |
| 3M | -9.6% | +10.8% | -20.4% | -12.1% |
| 6M | -8.9% | +25.3% | -34.2% | -14.2% |
| YTD | -5.2% | +60.3% | -65.4% | -15.5% |
| 1Y | +27.0% | +84.6% | -57.5% | +9.4% |
| 3Y | +39.6% | +264.4% | -224.7% | +2.8% |
| 5Y | -14.4% | +636.6% | -651.0% | -46.0% |
| 10Y | +17.3% | +848.9% | -831.7% | -37.7% |
| All | +250.4% | +2,242.0% | -1,991.6% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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