+233.6%
ODFL vs TXG
+21.5%
+212.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | -0.2% |
| 7D | +0.2% | +9.4% | -9.2% | -1.4% |
| 30D | -13.4% | +26.1% | -39.5% | -17.2% |
| 3M | -24.2% | +124.8% | -149.0% | -35.4% |
| 6M | -3.3% | +215.2% | -218.5% | -23.2% |
| YTD | +19.8% | +302.2% | -282.4% | -9.5% |
| 1Y | +24.5% | +370.9% | -346.4% | -10.0% |
| 3Y | -9.6% | +38.5% | -48.2% | -23.9% |
| 5Y | +28.0% | -64.4% | +92.4% | +23.2% |
| All | +233.6% | +21.5% | +212.2% | +153.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling