-51.9%
TSLL vs ODFL
+25.3%
-77.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.6% | +7.3% | +7.4% |
| 7D | +5.8% | +0.2% | +5.6% | +5.6% |
| 30D | +21.7% | -13.4% | +35.1% | +35.2% |
| 3M | -28.2% | -24.2% | -4.1% | -12.3% |
| 6M | -29.5% | -3.3% | -26.1% | -29.6% |
| YTD | -47.5% | +19.8% | -67.3% | -57.5% |
| 1Y | -20.8% | +24.5% | -45.3% | -38.8% |
| 3Y | -26.7% | -9.6% | -17.1% | -27.6% |
| All | -51.9% | +25.3% | -77.2% | -63.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling