+131.2%
TLT vs ODFL
+27,371.5%
-27,240.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.4% | -6.3% | +5.9% | -0.8% |
| 30D | -0.6% | -13.6% | +13.0% | -1.5% |
| 3M | -2.7% | -24.2% | +21.4% | -4.4% |
| 6M | -5.6% | -13.8% | +8.2% | -6.4% |
| YTD | -2.8% | +19.0% | -21.8% | -1.3% |
| 1Y | -1.4% | +25.7% | -27.1% | +0.6% |
| 3Y | -1.6% | -13.1% | +11.5% | -1.4% |
| 5Y | -33.8% | +26.7% | -60.5% | -31.1% |
| 10Y | -21.1% | +721.5% | -742.6% | -1.7% |
| All | +131.2% | +27,371.5% | -27,240.2% | +258.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling