+10.0%
TSEM vs ODFL
+23,321.2%
-23,311.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +10.4% | +0.2% | +10.3% | +10.4% |
| 30D | -12.9% | -13.4% | +0.5% | -11.1% |
| 3M | -9.2% | -24.2% | +15.0% | -5.7% |
| 6M | +98.8% | -3.3% | +102.1% | +99.1% |
| YTD | +87.2% | +19.8% | +67.4% | +81.2% |
| 1Y | +239.0% | +24.5% | +214.4% | +225.7% |
| 3Y | +679.5% | -9.6% | +689.1% | +675.4% |
| 5Y | +667.3% | +28.0% | +639.2% | +618.2% |
| 10Y | +1,301.0% | +735.3% | +565.8% | +945.4% |
| All | +10.0% | +23,321.2% | -23,311.2% | -45.8% |
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