+12,702.2%
TSM vs ODFL
+22,350.3%
-9,648.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.3% | -2.1% |
| 7D | +6.2% | +5.8% | +0.4% | +4.8% |
| 30D | -7.3% | -5.3% | -1.9% | -6.2% |
| 3M | -7.1% | -19.0% | +11.8% | -2.6% |
| 6M | +0.2% | -7.5% | +7.7% | +1.5% |
| YTD | +32.2% | +11.8% | +20.5% | +27.0% |
| 1Y | +42.8% | +29.7% | +13.1% | +32.0% |
| 3Y | +330.4% | -9.1% | +339.5% | +323.2% |
| 5Y | +263.9% | +0.2% | +263.7% | +243.4% |
| 10Y | +1,580.2% | +566.3% | +1,013.9% | +926.3% |
| All | +12,702.2% | +22,350.3% | -9,648.1% | +3,850.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling