+621.7%
TSEM vs ODFL
+25.4%
+596.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -15.6% |
| 3M | -18.1% | -27.3% | +9.2% | -12.1% |
| 6M | +77.1% | -4.5% | +81.6% | +77.8% |
| YTD | +80.1% | +15.1% | +65.0% | +71.3% |
| 1Y | +220.4% | +21.1% | +199.3% | +199.7% |
| 3Y | +650.1% | -14.1% | +664.2% | +641.1% |
| All | +621.7% | +25.4% | +596.3% | +524.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling