+1,643.1%
TSM vs ODFL
+559.8%
+1,083.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.3% |
| 7D | +6.2% | +5.8% | +0.4% | +4.1% |
| 30D | -7.3% | -5.3% | -1.9% | -5.6% |
| 3M | -7.1% | -19.0% | +11.8% | -0.3% |
| 6M | +0.2% | -7.5% | +7.7% | +1.9% |
| YTD | +32.2% | +11.8% | +20.5% | +23.2% |
| 1Y | +42.8% | +29.7% | +13.1% | +25.2% |
| 3Y | +330.4% | -9.1% | +339.5% | +312.3% |
| 5Y | +263.9% | +0.2% | +263.7% | +219.8% |
| All | +1,643.1% | +559.8% | +1,083.3% | +650.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling