+281.9%
ODFL vs TW
+211.4%
+70.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.3% |
| 7D | +0.2% | -3.5% | +3.6% | +1.0% |
| 30D | -13.4% | +0.5% | -13.9% | -13.6% |
| 3M | -24.2% | +4.9% | -29.1% | -25.5% |
| 6M | -3.3% | -17.1% | +13.8% | +0.6% |
| YTD | +19.8% | -3.9% | +23.6% | +19.2% |
| 1Y | +24.5% | -13.3% | +37.8% | +27.4% |
| 3Y | -9.6% | +20.9% | -30.5% | -20.9% |
| 5Y | +28.0% | +20.5% | +7.5% | +9.3% |
| All | +281.9% | +211.4% | +70.5% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling