+36.0%
TSM vs ODFL
+32.0%
+4.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.4% |
| 7D | -10.0% | +3.5% | -13.5% | -10.4% |
| 30D | -18.5% | 0.0% | -18.5% | -18.7% |
| 3M | -4.9% | -18.1% | +13.2% | -2.0% |
| 6M | -1.0% | -6.4% | +5.4% | -0.1% |
| YTD | +31.3% | +14.9% | +16.4% | +28.3% |
| 1Y | +36.0% | +27.7% | +8.3% | +33.0% |
| All | +36.0% | +32.0% | +4.0% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling