-48.9%
TSLL vs ODFL
+14.2%
-63.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +4.7% |
| 7D | +0.5% | -5.0% | +5.4% | +5.1% |
| 30D | +2.7% | -6.3% | +8.9% | +7.9% |
| 3M | +26.3% | -18.5% | +44.7% | +46.5% |
| 6M | -37.2% | -12.4% | -24.8% | -31.4% |
| YTD | -44.2% | +9.2% | -53.4% | -51.7% |
| 1Y | -44.0% | +23.0% | -66.9% | -56.3% |
| 3Y | 0.0% | -11.6% | +11.6% | -0.6% |
| All | -48.9% | +14.2% | -63.1% | -58.5% |
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