+668.9%
TEL vs ODFL
+4,200.8%
-3,531.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +1.0% |
| 7D | +1.2% | -3.0% | +4.2% | +2.5% |
| 30D | -4.1% | -14.3% | +10.2% | +2.0% |
| 3M | -2.6% | -26.7% | +24.2% | +10.2% |
| 6M | 0.0% | -7.5% | +7.5% | +2.3% |
| YTD | -9.1% | +16.5% | -25.6% | -16.7% |
| 1Y | -0.8% | +23.5% | -24.4% | -11.9% |
| 3Y | +67.4% | -12.1% | +79.4% | +64.8% |
| 5Y | +51.8% | +28.9% | +22.8% | +22.8% |
| 10Y | +299.4% | +746.5% | -447.0% | +44.2% |
| All | +668.9% | +4,200.8% | -3,531.9% | +25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling