+14.4%
TFC vs LUV
+24.6%
-10.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | -0.5% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -1.3% | -18.4% | +17.1% | +3.8% |
| 3M | +6.1% | -3.2% | +9.3% | +6.5% |
| 6M | +7.3% | -14.8% | +22.2% | +10.7% |
| YTD | +8.2% | -2.9% | +11.0% | +8.9% |
| 1Y | +14.4% | +29.6% | -15.2% | +5.0% |
| All | +14.4% | +24.6% | -10.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling