-9.1%
ODFL vs TMF
-32.2%
+23.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.0% | +1.8% |
| 7D | +5.8% | -9.3% | +15.1% | +6.4% |
| 30D | -5.3% | +1.9% | -7.3% | -5.4% |
| 3M | -19.0% | -11.2% | -7.7% | -18.6% |
| 6M | -7.5% | -17.7% | +10.2% | -6.8% |
| YTD | +11.8% | -24.5% | +36.2% | +12.9% |
| 1Y | +29.7% | -29.4% | +59.1% | +31.0% |
| 3Y | -9.1% | -33.4% | +24.3% | -9.8% |
| All | -9.1% | -32.2% | +23.1% | -9.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling