+309.3%
TEL vs ODFL
+742.1%
-432.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.4% | +4.0% | +3.8% |
| 7D | +1.6% | -3.3% | +4.9% | +3.0% |
| 30D | -0.7% | -15.3% | +14.6% | +6.5% |
| 3M | +2.4% | -27.3% | +29.8% | +16.9% |
| 6M | +4.1% | -4.5% | +8.6% | +5.1% |
| YTD | -5.8% | +15.1% | -21.0% | -13.9% |
| 1Y | +0.9% | +21.1% | -20.2% | -10.5% |
| 3Y | +72.6% | -14.1% | +86.7% | +71.2% |
| 5Y | +57.5% | +26.6% | +31.0% | +22.7% |
| All | +309.3% | +742.1% | -432.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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