+27.1%
ODFL vs TCOM
+21.5%
+5.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -2.8% | -6.5% | +3.7% | -2.2% |
| 30D | -13.7% | -16.2% | +2.6% | -12.2% |
| 3M | -23.4% | -19.3% | -4.0% | -22.0% |
| 6M | -7.2% | -27.2% | +20.1% | -4.5% |
| YTD | +15.6% | -46.2% | +61.8% | +22.2% |
| 1Y | +24.2% | -46.6% | +70.8% | +31.3% |
| 3Y | -12.8% | +8.4% | -21.1% | -15.9% |
| 5Y | +27.1% | +25.8% | +1.3% | +13.0% |
| All | +27.1% | +21.5% | +5.6% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling