+4,467.8%
ODFL vs TMF
-68.9%
+4,536.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -6.3% | -1.4% | -4.8% | -6.5% |
| 30D | -13.6% | -2.8% | -10.8% | -13.9% |
| 3M | -24.2% | -10.9% | -13.3% | -25.2% |
| 6M | -13.8% | -21.3% | +7.5% | -16.4% |
| YTD | +19.0% | -15.9% | +34.9% | +16.6% |
| 1Y | +25.7% | -15.7% | +41.4% | +23.3% |
| 3Y | -13.1% | -43.4% | +30.2% | -17.8% |
| 5Y | +26.7% | -87.8% | +114.4% | -5.8% |
| 10Y | +721.5% | -86.7% | +808.2% | +589.3% |
| All | +4,467.8% | -68.9% | +4,536.6% | +4,738.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling