+27.1%
ODFL vs TW
+19.6%
+7.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.8% | -2.7% | -0.1% | -2.3% |
| 30D | -13.7% | -1.7% | -11.9% | -13.4% |
| 3M | -23.4% | +1.6% | -25.0% | -23.9% |
| 6M | -7.2% | -17.7% | +10.5% | -3.3% |
| YTD | +15.6% | -4.3% | +20.0% | +15.3% |
| 1Y | +24.2% | -13.1% | +37.3% | +27.1% |
| 3Y | -12.8% | +20.3% | -33.0% | -28.1% |
| 5Y | +27.1% | +22.0% | +5.2% | +1.7% |
| All | +27.1% | +19.6% | +7.5% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling