+52.2%
TEM vs ODFL
+7.6%
+44.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -3.0% |
| 7D | -1.1% | -3.0% | +1.9% | +0.9% |
| 30D | +11.3% | -14.3% | +25.6% | +22.6% |
| 3M | +25.5% | -26.7% | +52.3% | +51.4% |
| 6M | +17.1% | -7.5% | +24.6% | +18.2% |
| YTD | +3.8% | +16.5% | -12.8% | -16.8% |
| 1Y | -24.4% | +23.5% | -47.9% | -43.1% |
| All | +52.2% | +7.6% | +44.7% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling