+122.7%
TT vs ODFL
-11.6%
+134.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | -7.3% | -13.4% | +6.1% | -4.0% |
| 3M | -2.6% | -24.2% | +21.6% | +4.1% |
| 6M | +5.9% | -3.3% | +9.2% | +6.1% |
| YTD | +15.4% | +19.8% | -4.4% | +9.0% |
| 1Y | +8.2% | +24.5% | -16.3% | +0.9% |
| 3Y | +122.7% | -9.6% | +132.3% | +118.1% |
| All | +122.7% | -11.6% | +134.3% | +118.1% |
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