-25.4%
TMUS vs ODFL
+21.5%
-46.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -2.4% |
| 7D | -5.3% | -3.0% | -2.3% | -5.3% |
| 30D | +0.1% | -14.3% | +14.4% | +0.2% |
| 3M | -0.6% | -26.7% | +26.1% | -0.8% |
| 6M | -17.5% | -7.5% | -10.1% | -17.6% |
| YTD | -11.3% | +16.5% | -27.8% | -12.0% |
| 1Y | -25.4% | +23.5% | -48.9% | -26.5% |
| All | -25.4% | +21.5% | -46.9% | -26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling