+537.0%
TDG vs LUV
+20.2%
+516.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.6% |
| 7D | -1.9% | -1.0% | -0.9% | -1.5% |
| 30D | -7.7% | -12.4% | +4.7% | -2.9% |
| 3M | -9.3% | -11.0% | +1.7% | -5.6% |
| 6M | -9.4% | -5.0% | -4.4% | -8.5% |
| YTD | -14.3% | -3.8% | -10.5% | -15.4% |
| 1Y | -11.8% | +25.9% | -37.7% | -23.0% |
| 3Y | +52.0% | +42.2% | +9.7% | +16.0% |
| 5Y | +128.8% | -10.8% | +139.6% | +114.8% |
| All | +537.0% | +20.2% | +516.7% | +452.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUV.
Daily Out/Under-Performance
Portfolio return minus LUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUV 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 10y: compounded portfolio wealth divided by compounded LUV 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…
10y analysis · Full analysis span regression · 6 months rolling