+42.2%
LUV vs TXG
+43.8%
-1.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.7% |
| 7D | -1.0% | +9.5% | -10.4% | -2.8% |
| 30D | -12.4% | +18.8% | -31.1% | -15.7% |
| 3M | -11.0% | +136.1% | -147.1% | -27.5% |
| 6M | -5.0% | +235.2% | -240.2% | -29.1% |
| YTD | -3.8% | +320.5% | -324.3% | -32.2% |
| 1Y | +25.9% | +425.2% | -399.3% | -17.3% |
| 3Y | +42.2% | +42.9% | -0.7% | +15.7% |
| All | +42.2% | +43.8% | -1.5% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 3y: compounded portfolio wealth divided by compounded TXG 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…
3y analysis · Full analysis span regression · 6 months rolling