+11.4%
ODFL vs TLN
+710.8%
-699.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.4% | +1.8% |
| 7D | +5.8% | +11.0% | -5.2% | +5.1% |
| 30D | -5.3% | +4.9% | -10.2% | -5.7% |
| 3M | -19.0% | +4.9% | -23.9% | -19.5% |
| 6M | -7.5% | +7.1% | -14.6% | -8.6% |
| YTD | +11.8% | +0.3% | +11.5% | +10.6% |
| 1Y | +29.7% | +5.9% | +23.8% | +27.4% |
| 3Y | -9.1% | +578.5% | -587.6% | -38.7% |
| All | +11.4% | +710.8% | -699.4% | -32.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling