+6,475.7%
ODFL vs TNA
+944.8%
+5,531.0%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.4% | -1.4% |
| 7D | -3.0% | -3.6% | +0.6% | -1.9% |
| 30D | -14.3% | -10.1% | -4.2% | -11.6% |
| 3M | -26.7% | +2.7% | -29.4% | -27.7% |
| 6M | -7.5% | +38.4% | -45.9% | -17.6% |
| YTD | +16.5% | +45.4% | -28.9% | +1.9% |
| 1Y | +23.5% | +55.9% | -32.4% | +4.4% |
| 3Y | -12.1% | +109.8% | -121.9% | -37.7% |
| 5Y | +28.9% | -22.5% | +51.4% | +10.7% |
| 10Y | +746.5% | +87.5% | +658.9% | +305.2% |
| All | +6,475.7% | +944.8% | +5,531.0% | +899.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling