-56.8%
TSLL vs ODFL
+10.5%
-67.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.3% | +11.9% | +11.0% |
| 7D | -21.2% | -4.4% | -16.8% | -18.1% |
| 30D | -13.3% | -6.1% | -7.2% | -9.2% |
| 3M | +15.4% | -21.9% | +37.3% | +37.8% |
| 6M | -34.2% | -17.6% | -16.7% | -25.1% |
| YTD | -52.9% | +5.6% | -58.5% | -58.3% |
| 1Y | -54.3% | +20.5% | -74.9% | -64.1% |
| 3Y | -18.4% | -14.8% | -3.6% | -16.8% |
| All | -56.8% | +10.5% | -67.3% | -64.1% |
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