+16.5%
ODFL vs TPG
+71.4%
-54.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.3% | +0.8% |
| 7D | -2.8% | -11.8% | +9.0% | +2.1% |
| 30D | -13.7% | -6.3% | -7.4% | -11.7% |
| 3M | -23.4% | +13.6% | -36.9% | -27.7% |
| 6M | -7.2% | +13.8% | -21.0% | -13.3% |
| YTD | +15.6% | -23.7% | +39.4% | +27.0% |
| 1Y | +24.2% | -18.2% | +42.3% | +31.6% |
| 3Y | -12.8% | +80.1% | -92.9% | -35.9% |
| All | +16.5% | +71.4% | -54.8% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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