+16.1%
ODFL vs TLN
+589.3%
-573.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -2.6% |
| 7D | -3.0% | +5.8% | -8.9% | -3.4% |
| 30D | -14.3% | -6.9% | -7.4% | -13.9% |
| 3M | -26.7% | -10.9% | -15.8% | -26.4% |
| 6M | -7.5% | -4.6% | -2.9% | -7.8% |
| YTD | +16.5% | -14.7% | +31.3% | +16.8% |
| 1Y | +23.5% | -17.9% | +41.4% | +24.0% |
| 3Y | -12.1% | +483.9% | -495.9% | -40.0% |
| All | +16.1% | +589.3% | -573.2% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling