+719.8%
ODFL vs TNA
+86.1%
+633.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | -3.3% | -7.3% | +4.0% | -1.2% |
| 30D | -15.3% | -14.2% | -1.1% | -11.6% |
| 3M | -27.3% | -4.6% | -22.8% | -26.7% |
| 6M | -4.5% | +36.9% | -41.4% | -14.0% |
| YTD | +15.1% | +42.5% | -27.4% | +2.2% |
| 1Y | +21.1% | +45.8% | -24.7% | +5.6% |
| 3Y | -14.1% | +104.7% | -118.8% | -36.9% |
| 5Y | +26.6% | -21.7% | +48.3% | +9.0% |
| All | +719.8% | +86.1% | +633.7% | +360.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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