+10.0%
TSEM vs LUV
+969.2%
-959.1%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.4% |
| 7D | +10.4% | +3.1% | +7.3% | +9.4% |
| 30D | -12.9% | -17.4% | +4.5% | -7.6% |
| 3M | -9.2% | -4.9% | -4.3% | -8.2% |
| 6M | +98.8% | -5.7% | +104.5% | +101.3% |
| YTD | +87.2% | -5.2% | +92.4% | +86.7% |
| 1Y | +239.0% | +24.1% | +214.8% | +209.6% |
| 3Y | +679.5% | +39.6% | +639.9% | +565.7% |
| 5Y | +667.3% | -12.5% | +679.7% | +634.8% |
| 10Y | +1,301.0% | +12.9% | +1,288.1% | +1,065.4% |
| All | +10.0% | +969.2% | -959.1% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling