+10.6%
TMO vs ODFL
+25.4%
-14.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.6% | -3.3% | +2.6% | +0.3% |
| 30D | +1.1% | -15.3% | +16.4% | +6.2% |
| 3M | +28.3% | -27.3% | +55.7% | +40.8% |
| 6M | +23.3% | -4.5% | +27.8% | +23.5% |
| YTD | +5.5% | +15.1% | -9.7% | -1.3% |
| 1Y | +24.5% | +21.1% | +3.5% | +14.2% |
| 3Y | +19.6% | -14.1% | +33.7% | +18.2% |
| All | +10.6% | +25.4% | -14.8% | -10.1% |
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