+20.5%
TMUS vs ODFL
-12.0%
+32.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +9.5% | -5.4% | +14.9% | +10.0% |
| 30D | +13.8% | -7.7% | +21.5% | +14.5% |
| 3M | -4.6% | -20.8% | +16.3% | -3.0% |
| 6M | -11.7% | -15.0% | +3.3% | -10.8% |
| YTD | -15.4% | +7.6% | -23.0% | -16.9% |
| 1Y | -16.1% | +22.7% | -38.9% | -18.8% |
| 3Y | +20.5% | -12.9% | +33.4% | +19.0% |
| All | +20.5% | -12.0% | +32.4% | +19.0% |
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 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