+16.0%
TFC vs LUV
-14.7%
+30.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.3% |
| 7D | -2.5% | -0.1% | -2.4% | -2.4% |
| 30D | -2.8% | -14.6% | +11.8% | +3.3% |
| 3M | +2.1% | -5.7% | +7.8% | +3.8% |
| 6M | +10.1% | -8.4% | +18.5% | +12.2% |
| YTD | +5.4% | -5.1% | +10.6% | +4.7% |
| 1Y | +16.3% | +26.6% | -10.3% | +1.1% |
| 3Y | +95.9% | +39.7% | +56.2% | +52.8% |
| 5Y | +16.0% | -12.0% | +28.0% | +7.0% |
| All | +16.0% | -14.7% | +30.6% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling