-20.8%
TLT vs ODFL
+745.7%
-766.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.2% |
| 7D | -1.6% | -2.8% | +1.2% | -1.7% |
| 30D | -1.3% | -13.7% | +12.3% | -1.8% |
| 3M | -3.7% | -23.4% | +19.6% | -4.6% |
| 6M | -6.4% | -7.2% | +0.8% | -6.5% |
| YTD | -4.5% | +15.6% | -20.1% | -3.6% |
| 1Y | -5.9% | +24.2% | -30.0% | -4.6% |
| 3Y | -2.8% | -12.8% | +10.0% | -2.8% |
| 5Y | -35.1% | +27.1% | -62.2% | -32.5% |
| All | -20.8% | +745.7% | -766.5% | +16.5% |
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