-12.3%
LUV vs TSN
-17.2%
+4.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -1.0% | +3.0% | -4.0% | -1.8% |
| 30D | -12.4% | -4.2% | -8.2% | -11.4% |
| 3M | -11.0% | -3.9% | -7.1% | -10.2% |
| 6M | -5.0% | -9.8% | +4.9% | -2.8% |
| YTD | -3.8% | -7.3% | +3.5% | -2.6% |
| 1Y | +25.9% | -2.2% | +28.1% | +25.1% |
| 3Y | +42.2% | +11.9% | +30.4% | +33.6% |
| All | -12.3% | -17.2% | +4.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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