+550.8%
ODFL vs TAP
-47.8%
+598.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | -5.0% | -8.0% | +3.0% | -2.6% |
| 30D | -6.3% | +4.1% | -10.3% | -7.5% |
| 3M | -18.5% | -4.4% | -14.1% | -17.7% |
| 6M | -12.4% | -1.9% | -10.4% | -12.4% |
| YTD | +9.2% | -12.1% | +21.3% | +12.5% |
| 1Y | +23.0% | -12.0% | +35.0% | +26.6% |
| 3Y | -11.6% | -25.0% | +13.4% | -5.5% |
| 5Y | +0.1% | -1.1% | +1.2% | -1.2% |
| 10Y | +550.8% | -47.6% | +598.5% | +528.4% |
| All | +550.8% | -47.8% | +598.7% | +528.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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