-12.3%
LUV vs TXG
-62.8%
+50.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.9% | +0.8% |
| 7D | -1.0% | +9.5% | -10.4% | -2.7% |
| 30D | -12.4% | +18.8% | -31.1% | -15.6% |
| 3M | -11.0% | +136.1% | -147.1% | -26.4% |
| 6M | -5.0% | +235.2% | -240.2% | -27.4% |
| YTD | -3.8% | +320.5% | -324.3% | -30.2% |
| 1Y | +25.9% | +425.2% | -399.3% | -14.1% |
| 3Y | +42.2% | +42.9% | -0.7% | +15.7% |
| All | -12.3% | -62.8% | +50.5% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling