+735.3%
ODFL vs TMF
-86.8%
+822.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.2% | +1.0% | -0.8% | +0.2% |
| 30D | -13.4% | -1.8% | -11.6% | -13.5% |
| 3M | -24.2% | -8.2% | -15.9% | -24.5% |
| 6M | -3.3% | -19.5% | +16.2% | -4.6% |
| YTD | +19.8% | -16.0% | +35.7% | +18.6% |
| 1Y | +24.5% | -22.5% | +47.0% | +22.7% |
| 3Y | -9.6% | -42.3% | +32.6% | -12.2% |
| 5Y | +28.0% | -87.7% | +115.7% | +2.3% |
| 10Y | +735.3% | -86.5% | +821.8% | +702.4% |
| All | +735.3% | -86.8% | +822.1% | +702.4% |
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