+0.8%
TFC vs ODFL
+0.3%
+0.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | +2.3% | +5.8% | -3.6% | +0.1% |
| 30D | +10.8% | -5.3% | +16.1% | +12.8% |
| 3M | -3.8% | -19.0% | +15.2% | +3.6% |
| 6M | +9.6% | -7.5% | +17.1% | +11.5% |
| YTD | +5.8% | +11.8% | -6.0% | -0.9% |
| 1Y | +16.2% | +29.7% | -13.5% | +2.6% |
| 3Y | +96.0% | -9.1% | +105.1% | +91.4% |
| All | +0.8% | +0.3% | +0.5% | -7.2% |
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