-9.6%
ODFL vs TLN
+494.5%
-504.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | +0.4% |
| 7D | +0.2% | +10.9% | -10.8% | -0.5% |
| 30D | -13.4% | -6.3% | -7.1% | -13.1% |
| 3M | -24.2% | -10.7% | -13.5% | -23.9% |
| 6M | -3.3% | +1.6% | -4.9% | -4.0% |
| YTD | +19.8% | -13.1% | +32.9% | +19.9% |
| 1Y | +24.5% | -15.1% | +39.6% | +24.6% |
| 3Y | -9.6% | +495.0% | -504.7% | -26.6% |
| All | -9.6% | +494.5% | -504.1% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling