+35,927.2%
ODFL vs TDY
+7,056.0%
+28,871.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -3.3% | -1.1% | -2.1% | -2.9% |
| 30D | -15.3% | -12.0% | -3.2% | -12.0% |
| 3M | -27.3% | -3.2% | -24.1% | -26.7% |
| 6M | -4.5% | -7.9% | +3.4% | -2.4% |
| YTD | +15.1% | +18.2% | -3.1% | +9.2% |
| 1Y | +21.1% | +6.7% | +14.4% | +18.4% |
| 3Y | -14.1% | +47.5% | -61.6% | -23.5% |
| 5Y | +26.6% | +39.5% | -12.9% | +14.7% |
| 10Y | +736.4% | +477.2% | +259.2% | +416.2% |
| All | +35,927.2% | +7,056.0% | +28,871.2% | +18,083.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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