-18.4%
TSLL vs ODFL
-14.3%
-4.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.3% | +11.9% | +10.9% |
| 7D | -21.2% | -4.4% | -16.8% | -18.3% |
| 30D | -13.3% | -6.1% | -7.2% | -9.4% |
| 3M | +15.4% | -21.9% | +37.3% | +36.7% |
| 6M | -34.2% | -17.6% | -16.7% | -25.5% |
| YTD | -52.9% | +5.6% | -58.5% | -58.5% |
| 1Y | -54.3% | +20.5% | -74.9% | -64.4% |
| 3Y | -18.4% | -14.8% | -3.6% | -17.0% |
| All | -18.4% | -14.3% | -4.0% | -17.0% |
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