+291.7%
TMUS vs ODFL
+3,892.7%
-3,601.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +9.5% | -5.4% | +14.9% | +11.3% |
| 30D | +13.8% | -7.7% | +21.5% | +16.4% |
| 3M | -4.6% | -20.8% | +16.3% | +2.1% |
| 6M | -11.7% | -15.0% | +3.3% | -8.2% |
| YTD | -15.4% | +7.6% | -23.0% | -19.6% |
| 1Y | -16.1% | +22.7% | -38.9% | -24.0% |
| 3Y | +20.5% | -12.9% | +33.4% | +16.4% |
| 5Y | +48.7% | -0.1% | +48.8% | +30.9% |
| 10Y | +240.8% | +550.4% | -309.6% | +41.8% |
| All | +291.7% | +3,892.7% | -3,601.1% | -21.6% |
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