+14.5%
TFC vs ODFL
+25.9%
-11.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.2% |
| 7D | -1.3% | -3.0% | +1.7% | -0.2% |
| 30D | -2.3% | -14.3% | +11.9% | +3.2% |
| 3M | +2.5% | -26.7% | +29.2% | +14.5% |
| 6M | +9.5% | -7.5% | +17.0% | +11.5% |
| YTD | +5.1% | +16.5% | -11.5% | -2.6% |
| 1Y | +15.5% | +23.5% | -8.1% | +4.1% |
| 3Y | +95.2% | -12.1% | +107.2% | +94.1% |
| 5Y | +14.5% | +28.9% | -14.4% | -2.3% |
| All | +14.5% | +25.9% | -11.5% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling