+69.2%
TSM vs ODFL
+24.1%
+45.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | +1.0% | -3.3% | +4.3% | +1.6% |
| 30D | +1.0% | -15.3% | +16.2% | +3.9% |
| 3M | +2.9% | -27.3% | +30.2% | +8.9% |
| 6M | +22.8% | -4.5% | +27.3% | +22.6% |
| YTD | +43.3% | +15.1% | +28.2% | +38.2% |
| 1Y | +69.2% | +21.1% | +48.1% | +67.6% |
| All | +69.2% | +24.1% | +45.0% | +67.6% |
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