-9.6%
ODFL vs TAP
-31.5%
+21.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +2.1% |
| 7D | +0.2% | -2.3% | +2.5% | +0.9% |
| 30D | -13.4% | -9.4% | -4.0% | -10.4% |
| 3M | -24.2% | -0.8% | -23.4% | -24.3% |
| 6M | -3.3% | -14.7% | +11.4% | +2.1% |
| YTD | +19.8% | -13.9% | +33.7% | +25.4% |
| 1Y | +24.5% | -18.6% | +43.1% | +33.1% |
| 3Y | -9.6% | -32.0% | +22.4% | -1.5% |
| All | -9.6% | -31.5% | +21.8% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling