-1.4%
ODFL vs TXT
+10.3%
-11.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.9% |
| 7D | +0.6% | -1.1% | +1.7% | +1.3% |
| 30D | -6.3% | +13.3% | -19.5% | -14.0% |
| 3M | -19.1% | -5.1% | -14.0% | -17.0% |
| 6M | -9.9% | -7.1% | -2.8% | -7.1% |
| YTD | +9.9% | -3.2% | +13.2% | +9.7% |
| 1Y | +24.4% | +2.3% | +22.1% | +19.4% |
| 3Y | -11.0% | +11.1% | -22.1% | -21.3% |
| 5Y | -1.4% | +10.0% | -11.4% | -16.0% |
| All | -1.4% | +10.3% | -11.8% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling