+411.0%
TSM vs ODFL
-11.6%
+422.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.7% | +2.2% |
| 7D | +6.0% | +0.2% | +5.9% | +6.0% |
| 30D | +4.5% | -13.4% | +17.9% | +8.1% |
| 3M | +3.1% | -24.2% | +27.3% | +9.9% |
| 6M | +30.2% | -3.3% | +33.5% | +30.1% |
| YTD | +45.2% | +19.8% | +25.4% | +36.5% |
| 1Y | +79.6% | +24.5% | +55.0% | +66.7% |
| 3Y | +411.0% | -9.6% | +420.6% | +398.4% |
| All | +411.0% | -11.6% | +422.6% | +398.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling