+285.0%
TSM vs ODFL
+25.9%
+259.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | 0.0% |
| 7D | +4.8% | -3.0% | +7.8% | +5.7% |
| 30D | +4.0% | -14.3% | +18.3% | +8.8% |
| 3M | +2.0% | -26.7% | +28.7% | +11.3% |
| 6M | +25.5% | -7.5% | +33.0% | +27.0% |
| YTD | +44.0% | +16.5% | +27.5% | +34.6% |
| 1Y | +75.4% | +23.5% | +51.9% | +60.3% |
| 3Y | +406.7% | -12.1% | +418.8% | +397.5% |
| 5Y | +285.0% | +28.9% | +256.1% | +202.9% |
| All | +285.0% | +25.9% | +259.0% | +202.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling