+36,749.9%
ODFL vs TKO
+1,406.3%
+35,343.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.2% |
| 7D | -3.0% | +0.7% | -3.7% | -3.2% |
| 30D | -14.3% | +0.9% | -15.1% | -14.5% |
| 3M | -26.7% | -6.2% | -20.6% | -26.0% |
| 6M | -7.5% | -5.6% | -1.9% | -6.9% |
| YTD | +16.5% | -7.8% | +24.4% | +17.8% |
| 1Y | +23.5% | -1.2% | +24.7% | +22.9% |
| 3Y | -12.1% | +106.5% | -118.6% | -26.2% |
| 5Y | +28.9% | +310.4% | -281.4% | -7.1% |
| 10Y | +746.5% | +987.5% | -241.1% | +370.7% |
| All | +36,749.9% | +1,406.3% | +35,343.6% | +13,481.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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