+365.8%
TTD vs LUV
+19.0%
+346.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.9% |
| 7D | +1.7% | +3.1% | -1.4% | +0.6% |
| 30D | +1.6% | -17.4% | +19.0% | +9.1% |
| 3M | -27.8% | -4.9% | -23.0% | -26.8% |
| 6M | -52.1% | -5.7% | -46.4% | -51.8% |
| YTD | -63.1% | -5.2% | -57.9% | -63.8% |
| 1Y | -73.1% | +24.1% | -97.2% | -76.6% |
| 3Y | -83.3% | +39.6% | -122.9% | -86.9% |
| 5Y | -80.6% | -12.5% | -68.1% | -81.6% |
| All | +365.8% | +19.0% | +346.8% | +365.7% |
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