+24.5%
ODFL vs TYL
-37.9%
+62.4%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.5% | +5.1% | +1.2% |
| 7D | +0.2% | -7.6% | +7.8% | +1.1% |
| 30D | -13.4% | +11.3% | -24.8% | -14.9% |
| 3M | -24.2% | +14.5% | -38.7% | -25.9% |
| 6M | -3.3% | -7.1% | +3.8% | -1.7% |
| YTD | +19.8% | -23.4% | +43.1% | +27.7% |
| 1Y | +24.5% | -38.6% | +63.1% | +38.3% |
| All | +24.5% | -37.9% | +62.4% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling