+29.6%
LUV vs TSLQ
-50.5%
+80.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.0% | -9.7% | +3.5% |
| 7D | +0.4% | -5.8% | +6.2% | -0.1% |
| 30D | -18.4% | -22.1% | +3.7% | -20.3% |
| 3M | -3.2% | +10.1% | -13.3% | -0.8% |
| 6M | -14.8% | -6.8% | -8.1% | -13.8% |
| YTD | -2.9% | +8.5% | -11.4% | -0.8% |
| 1Y | +29.6% | -49.7% | +79.3% | +28.2% |
| All | +29.6% | -50.5% | +80.1% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 1y: compounded portfolio wealth divided by compounded TSLQ 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…
1y analysis · Full analysis span regression · 6 months rolling