+28.9%
ODFL vs TRMB
-39.0%
+67.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.3% | -0.4% | -1.5% |
| 7D | -3.0% | -2.9% | -0.1% | -1.5% |
| 30D | -14.3% | -1.8% | -12.5% | -13.7% |
| 3M | -26.7% | +8.4% | -35.1% | -30.2% |
| 6M | -7.5% | -18.5% | +11.0% | +1.9% |
| YTD | +16.5% | -26.7% | +43.3% | +35.3% |
| 1Y | +23.5% | -28.3% | +51.8% | +44.6% |
| 3Y | -12.1% | +12.6% | -24.7% | -21.3% |
| 5Y | +28.9% | -38.7% | +67.6% | +53.0% |
| All | +28.9% | -39.0% | +67.9% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 5y: compounded portfolio wealth divided by compounded TRMB 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…
5y analysis · Full analysis span regression · 6 months rolling