+723.3%
ODFL vs TXT
+103.1%
+620.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.7% |
| 30D | -13.7% | -10.2% | -3.4% | -9.2% |
| 3M | -23.4% | -13.3% | -10.1% | -18.4% |
| 6M | -7.2% | -14.4% | +7.2% | -0.7% |
| YTD | +15.6% | -9.1% | +24.7% | +20.1% |
| 1Y | +24.2% | -2.2% | +26.3% | +24.5% |
| 3Y | -12.8% | +5.1% | -17.8% | -16.0% |
| 5Y | +27.1% | +12.8% | +14.3% | +17.9% |
| All | +723.3% | +103.1% | +620.2% | +491.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling