+3,952.9%
ODFL vs TMF
-69.2%
+4,022.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.3% |
| 7D | -4.4% | +1.2% | -5.6% | -4.3% |
| 30D | -6.1% | +19.7% | -25.8% | -3.9% |
| 3M | -21.9% | -2.1% | -19.8% | -22.0% |
| 6M | -17.6% | -13.4% | -4.1% | -19.0% |
| YTD | +5.6% | -16.7% | +22.4% | +3.3% |
| 1Y | +20.5% | -23.3% | +43.9% | +16.6% |
| 3Y | -14.8% | -24.8% | +10.0% | -16.0% |
| 5Y | -3.0% | -88.0% | +85.1% | -28.4% |
| 10Y | +607.6% | -84.7% | +692.4% | +511.0% |
| All | +3,952.9% | -69.2% | +4,022.1% | +4,187.5% |
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