-14.1%
ODFL vs TW
+19.1%
-33.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.4% |
| 7D | -3.3% | -4.5% | +1.2% | -3.4% |
| 30D | -15.3% | -2.3% | -13.0% | -15.3% |
| 3M | -27.3% | +2.6% | -29.9% | -27.1% |
| 6M | -4.5% | -17.5% | +13.1% | -4.3% |
| YTD | +15.1% | -5.3% | +20.5% | +15.2% |
| 1Y | +21.1% | -14.8% | +35.9% | +21.4% |
| 3Y | -14.1% | +18.8% | -32.9% | -25.7% |
| All | -14.1% | +19.1% | -33.2% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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