-3.7%
ODFL vs TYL
-21.3%
+17.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.4% |
| 7D | -4.4% | +6.7% | -11.1% | -7.0% |
| 30D | -6.1% | +26.5% | -32.6% | -14.9% |
| 3M | -21.9% | +37.3% | -59.2% | -32.1% |
| 6M | -17.6% | +31.2% | -48.7% | -27.9% |
| YTD | +5.6% | -7.4% | +13.0% | +7.4% |
| 1Y | +20.5% | -9.6% | +30.1% | +24.1% |
| 3Y | -14.8% | +1.9% | -16.7% | -20.5% |
| All | -3.7% | -21.3% | +17.6% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling