+25.7%
ODFL vs TXT
-1.0%
+26.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -6.3% | -4.8% | -1.5% | -3.9% |
| 30D | -13.6% | -10.6% | -3.0% | -8.5% |
| 3M | -24.2% | -13.2% | -11.0% | -18.9% |
| 6M | -13.8% | -20.3% | +6.6% | -2.1% |
| YTD | +19.0% | -9.3% | +28.3% | +21.7% |
| 1Y | +25.7% | -2.7% | +28.4% | +20.3% |
| All | +25.7% | -1.0% | +26.7% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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