-49.1%
TSLL vs ODFL
+16.9%
-66.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.9% |
| 7D | +17.8% | +5.8% | +12.0% | +13.2% |
| 30D | +8.2% | -5.3% | +13.6% | +13.0% |
| 3M | +20.9% | -19.0% | +39.8% | +40.8% |
| 6M | -37.5% | -7.5% | -30.0% | -34.4% |
| YTD | -44.5% | +11.8% | -56.3% | -52.8% |
| 1Y | -33.0% | +29.7% | -62.6% | -50.1% |
| 3Y | -6.4% | -9.1% | +2.8% | -8.9% |
| All | -49.1% | +16.9% | -66.1% | -59.4% |
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