+27.1%
ODFL vs TD
+122.4%
-95.3%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -2.8% | -2.6% | -0.2% | -1.4% |
| 30D | -13.7% | -1.0% | -12.6% | -13.2% |
| 3M | -23.4% | +5.6% | -29.0% | -26.1% |
| 6M | -7.2% | +27.1% | -34.3% | -19.7% |
| YTD | +15.6% | +29.4% | -13.8% | -0.9% |
| 1Y | +24.2% | +60.7% | -36.5% | -5.9% |
| 3Y | -12.8% | +127.6% | -140.4% | -46.3% |
| 5Y | +27.1% | +125.4% | -98.3% | -16.5% |
| All | +27.1% | +122.4% | -95.3% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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