-12.6%
TLT vs ODFL
+559.8%
-572.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.4% |
| 7D | -3.1% | +5.8% | -8.9% | -2.9% |
| 30D | +1.0% | -5.3% | +6.4% | +0.9% |
| 3M | -2.7% | -19.0% | +16.2% | -3.4% |
| 6M | -4.1% | -7.5% | +3.3% | -4.3% |
| YTD | -5.4% | +11.8% | -17.1% | -4.6% |
| 1Y | -7.0% | +29.7% | -36.7% | -5.7% |
| 3Y | +2.8% | -9.1% | +12.0% | +3.3% |
| 5Y | -35.4% | +0.2% | -35.6% | -34.7% |
| All | -12.6% | +559.8% | -572.4% | +16.9% |
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