+27.7%
ODFL vs TXG
+406.9%
-379.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.4% | -2.5% | +0.7% |
| 7D | +3.5% | -19.3% | +22.8% | +5.2% |
| 30D | 0.0% | -30.9% | +30.9% | +2.9% |
| 3M | -18.1% | +41.1% | -59.2% | -22.4% |
| 6M | -6.4% | +211.9% | -218.3% | -20.9% |
| YTD | +14.9% | +314.0% | -299.1% | -5.5% |
| 1Y | +27.7% | +405.4% | -377.7% | +3.4% |
| All | +27.7% | +406.9% | -379.2% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling