+31,848.5%
ODFL vs TXT
+1,354.7%
+30,493.8%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.0% |
| 7D | +5.8% | +0.1% | +5.7% | +5.8% |
| 30D | -5.3% | +13.3% | -18.7% | -9.7% |
| 3M | -19.0% | -5.0% | -14.0% | -17.9% |
| 6M | -7.5% | -8.4% | +0.9% | -5.3% |
| YTD | +11.8% | -4.0% | +15.8% | +12.4% |
| 1Y | +29.7% | +2.8% | +26.9% | +27.3% |
| 3Y | -9.1% | +10.3% | -19.4% | -13.0% |
| 5Y | +0.2% | +9.2% | -8.9% | -3.8% |
| 10Y | +566.3% | +89.6% | +476.7% | +401.5% |
| All | +31,848.5% | +1,354.7% | +30,493.8% | +12,687.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling