-55.4%
TSLL vs ODFL
+24.5%
-80.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.9% | -11.9% |
| 7D | +1.9% | -6.3% | +8.2% | +6.8% |
| 30D | +17.8% | -13.6% | +31.4% | +31.0% |
| 3M | -37.0% | -24.2% | -12.8% | -22.9% |
| 6M | -37.7% | -13.8% | -23.9% | -32.2% |
| YTD | -51.4% | +19.0% | -70.4% | -60.5% |
| 1Y | -23.4% | +25.7% | -49.0% | -41.3% |
| 3Y | -30.8% | -13.1% | -17.7% | -29.6% |
| All | -55.4% | +24.5% | -80.0% | -66.0% |
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 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