+735.3%
ODFL vs TYL
+106.7%
+628.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +2.5% |
| 7D | +0.2% | -7.6% | +7.8% | +3.4% |
| 30D | -13.4% | +11.3% | -24.8% | -17.7% |
| 3M | -24.2% | +14.5% | -38.7% | -29.4% |
| 6M | -3.3% | -7.1% | +3.8% | -2.2% |
| YTD | +19.8% | -23.4% | +43.1% | +30.6% |
| 1Y | +24.5% | -38.6% | +63.1% | +50.4% |
| 3Y | -9.6% | -11.3% | +1.7% | -10.4% |
| 5Y | +28.0% | -28.0% | +56.0% | +35.7% |
| 10Y | +735.3% | +104.9% | +630.4% | +455.3% |
| All | +735.3% | +106.7% | +628.6% | +455.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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