+220.8%
ODFL vs TXG
+27.0%
+193.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.8% | -1.0% |
| 7D | -3.3% | +9.5% | -12.8% | -4.8% |
| 30D | -15.3% | +18.8% | -34.1% | -18.0% |
| 3M | -27.3% | +136.1% | -163.4% | -38.6% |
| 6M | -4.5% | +235.2% | -239.7% | -25.0% |
| YTD | +15.1% | +320.5% | -305.4% | -13.7% |
| 1Y | +21.1% | +425.2% | -404.1% | -14.2% |
| 3Y | -14.1% | +42.9% | -57.0% | -28.1% |
| 5Y | +26.6% | -62.8% | +89.4% | +20.9% |
| All | +220.8% | +27.0% | +193.7% | +142.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling