+546.0%
ODFL vs TMF
-82.1%
+628.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.6% |
| 7D | +5.8% | -9.3% | +15.1% | +5.3% |
| 30D | -5.3% | +1.9% | -7.3% | -5.2% |
| 3M | -19.0% | -11.2% | -7.7% | -19.5% |
| 6M | -7.5% | -17.7% | +10.2% | -8.4% |
| YTD | +11.8% | -24.5% | +36.2% | +10.1% |
| 1Y | +29.7% | -29.4% | +59.1% | +27.1% |
| 3Y | -9.1% | -33.4% | +24.3% | -10.3% |
| 5Y | +0.2% | -88.7% | +88.9% | -20.0% |
| All | +546.0% | -82.1% | +628.1% | +531.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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