-12.3%
LUV vs TRMB
-39.0%
+26.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.8% |
| 7D | -1.0% | -3.0% | +2.1% | +0.4% |
| 30D | -12.4% | +2.3% | -14.7% | -13.5% |
| 3M | -11.0% | +15.3% | -26.3% | -17.1% |
| 6M | -5.0% | -14.7% | +9.7% | +1.4% |
| YTD | -3.8% | -26.4% | +22.6% | +9.2% |
| 1Y | +25.9% | -30.4% | +56.3% | +46.5% |
| 3Y | +42.2% | +13.5% | +28.7% | +29.4% |
| All | -12.3% | -39.0% | +26.7% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 5y: compounded portfolio wealth divided by compounded TRMB 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…
5y analysis · Full analysis span regression · 6 months rolling