+38.8%
TMUS vs ODFL
-11.6%
+50.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | 0.0% |
| 7D | -0.3% | +0.2% | -0.4% | -0.3% |
| 30D | +3.1% | -13.4% | +16.6% | +4.2% |
| 3M | +2.4% | -24.2% | +26.6% | +4.4% |
| 6M | -17.1% | -3.3% | -13.8% | -17.2% |
| YTD | -9.1% | +19.8% | -28.8% | -11.4% |
| 1Y | -23.6% | +24.5% | -48.1% | -26.0% |
| 3Y | +38.8% | -9.6% | +48.5% | +36.9% |
| All | +38.8% | -11.6% | +50.5% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling