+8,328.0%
ODFL vs TCOM
+2,569.4%
+5,758.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.2% | +0.5% | -2.1% |
| 7D | -3.0% | -10.2% | +7.2% | -1.1% |
| 30D | -14.3% | -16.8% | +2.6% | -11.3% |
| 3M | -26.7% | -16.7% | -10.0% | -24.5% |
| 6M | -7.5% | -27.1% | +19.6% | -2.4% |
| YTD | +16.5% | -45.5% | +62.0% | +29.1% |
| 1Y | +23.5% | -45.9% | +69.4% | +36.9% |
| 3Y | -12.1% | +9.8% | -21.8% | -18.2% |
| 5Y | +28.9% | +23.8% | +5.1% | +9.5% |
| 10Y | +746.5% | -10.8% | +757.3% | +619.5% |
| All | +8,328.0% | +2,569.4% | +5,758.5% | +3,288.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling