+33,922.3%
ODFL vs TYL
+13,137.5%
+20,784.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.5% |
| 7D | -6.3% | -3.7% | -2.6% | -5.9% |
| 30D | -13.6% | +18.7% | -32.3% | -15.3% |
| 3M | -24.2% | +18.1% | -42.3% | -25.8% |
| 6M | -13.8% | -1.1% | -12.7% | -14.1% |
| YTD | +19.0% | -19.8% | +38.8% | +21.0% |
| 1Y | +25.7% | -34.3% | +60.0% | +30.5% |
| 3Y | -13.1% | -8.2% | -4.9% | -13.0% |
| 5Y | +26.7% | -25.4% | +52.1% | +29.3% |
| 10Y | +721.5% | +115.6% | +605.9% | +662.6% |
| All | +33,922.3% | +13,137.5% | +20,784.9% | +26,463.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling