+650.1%
TSEM vs ODFL
-13.7%
+663.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -4.9% | -3.3% | -1.6% | -4.1% |
| 30D | -18.7% | -15.3% | -3.5% | -15.3% |
| 3M | -18.1% | -27.3% | +9.2% | -11.7% |
| 6M | +77.1% | -4.5% | +81.6% | +77.6% |
| YTD | +80.1% | +15.1% | +65.0% | +69.7% |
| 1Y | +220.4% | +21.1% | +199.3% | +196.0% |
| 3Y | +650.1% | -14.1% | +664.2% | +625.6% |
| All | +650.1% | -13.7% | +663.8% | +625.6% |
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 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