-14.1%
ODFL vs TCOM
+8.0%
-22.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -3.3% | -4.9% | +1.6% | -2.9% |
| 30D | -15.3% | -14.4% | -0.9% | -14.4% |
| 3M | -27.3% | -17.7% | -9.7% | -26.4% |
| 6M | -4.5% | -25.1% | +20.6% | -2.6% |
| YTD | +15.1% | -45.7% | +60.9% | +20.5% |
| 1Y | +21.1% | -47.9% | +68.9% | +27.1% |
| 3Y | -14.1% | +8.9% | -23.0% | -14.7% |
| All | -14.1% | +8.0% | -22.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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