+1,757.2%
TSM vs ODFL
+745.7%
+1,011.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | +2.6% | -2.8% | +5.4% | +3.7% |
| 30D | +1.4% | -13.7% | +15.1% | +6.8% |
| 3M | +5.0% | -23.4% | +28.3% | +14.7% |
| 6M | +24.0% | -7.2% | +31.1% | +25.7% |
| YTD | +41.6% | +15.6% | +25.9% | +31.0% |
| 1Y | +66.2% | +24.2% | +42.0% | +48.8% |
| 3Y | +398.2% | -12.8% | +411.0% | +388.7% |
| 5Y | +277.6% | +27.1% | +250.5% | +200.3% |
| All | +1,757.2% | +745.7% | +1,011.5% | +710.3% |
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