+741.5%
TT vs ODFL
+565.4%
+176.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.4% |
| 7D | +3.5% | -5.0% | +8.5% | +5.5% |
| 30D | -11.0% | -6.3% | -4.8% | -9.0% |
| 3M | -12.0% | -18.5% | +6.5% | -5.3% |
| 6M | -10.4% | -12.4% | +1.9% | -6.9% |
| YTD | +9.9% | +9.2% | +0.7% | +3.4% |
| 1Y | +1.5% | +23.0% | -21.5% | -9.4% |
| 3Y | +93.7% | -11.6% | +105.3% | +87.4% |
| 5Y | +139.2% | +0.1% | +139.1% | +109.7% |
| 10Y | +741.5% | +550.8% | +190.6% | +208.2% |
| All | +741.5% | +565.4% | +176.0% | +208.2% |
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