+24.4%
ODFL vs TLN
+3.1%
+21.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.6% |
| 7D | +0.6% | +22.3% | -21.6% | +0.3% |
| 30D | -6.3% | +1.2% | -7.5% | -6.4% |
| 3M | -19.1% | +5.9% | -25.0% | -19.3% |
| 6M | -9.9% | +3.2% | -13.2% | -10.3% |
| YTD | +9.9% | +3.2% | +6.8% | +10.3% |
| 1Y | +24.4% | +5.2% | +19.2% | +25.1% |
| All | +24.4% | +3.1% | +21.3% | +25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling