+203.6%
TGT vs ODFL
+742.1%
-538.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -5.2% | -3.3% | -2.0% | -4.1% |
| 30D | +1.2% | -15.3% | +16.5% | +7.2% |
| 3M | +18.4% | -27.3% | +45.7% | +32.2% |
| 6M | +33.4% | -4.5% | +37.9% | +33.9% |
| YTD | +63.8% | +15.1% | +48.7% | +51.9% |
| 1Y | +77.2% | +21.1% | +56.1% | +60.6% |
| 3Y | +41.8% | -14.1% | +55.9% | +40.2% |
| 5Y | -25.5% | +26.6% | -52.1% | -38.2% |
| All | +203.6% | +742.1% | -538.5% | +46.9% |
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