+33,922.3%
ODFL vs TXT
+1,274.7%
+32,647.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -6.3% | -4.8% | -1.5% | -4.7% |
| 30D | -13.6% | -10.6% | -3.0% | -10.1% |
| 3M | -24.2% | -13.2% | -11.0% | -20.5% |
| 6M | -13.8% | -20.3% | +6.6% | -6.9% |
| YTD | +19.0% | -9.3% | +28.3% | +22.6% |
| 1Y | +25.7% | -2.7% | +28.4% | +26.4% |
| 3Y | -13.1% | +1.4% | -14.5% | -14.0% |
| 5Y | +26.7% | +9.6% | +17.1% | +22.0% |
| 10Y | +721.5% | +94.9% | +626.6% | +516.4% |
| All | +33,922.3% | +1,274.7% | +32,647.6% | +13,848.5% |
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 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