+592.4%
ODFL vs TMF
-83.0%
+675.4%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.1% | +3.6% | +3.6% |
| 7D | -3.0% | +0.6% | -3.6% | -3.0% |
| 30D | -6.1% | +16.3% | -22.4% | -5.3% |
| 3M | -20.9% | -2.7% | -18.2% | -21.0% |
| 6M | -13.6% | -13.2% | -0.4% | -14.3% |
| YTD | +9.4% | -16.7% | +26.1% | +8.3% |
| 1Y | +22.9% | -22.7% | +45.6% | +21.0% |
| 3Y | -9.8% | -26.1% | +16.3% | -10.5% |
| 5Y | -0.4% | -88.4% | +88.1% | -21.4% |
| 10Y | +592.4% | -81.8% | +674.2% | +567.7% |
| All | +592.4% | -83.0% | +675.4% | +567.7% |
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