-13.7%
ODFL vs TSN
+11.8%
-25.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | -2.8% | +1.4% | -4.2% | -3.0% |
| 30D | -13.7% | -6.2% | -7.5% | -12.7% |
| 3M | -23.4% | -5.7% | -17.7% | -22.7% |
| 6M | -7.2% | -11.4% | +4.2% | -6.0% |
| YTD | +15.6% | -8.2% | +23.8% | +15.9% |
| 1Y | +24.2% | -2.0% | +26.2% | +21.8% |
| All | -13.7% | +11.8% | -25.6% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 3y: compounded portfolio wealth divided by compounded TSN 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…
3y analysis · Full analysis span regression · 6 months rolling