+364.1%
TTD vs ODFL
+731.6%
-367.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.1% |
| 7D | -7.4% | -2.8% | -4.6% | -5.9% |
| 30D | +3.0% | -13.7% | +16.7% | +12.0% |
| 3M | -27.6% | -23.4% | -4.2% | -16.1% |
| 6M | -49.5% | -7.2% | -42.3% | -48.7% |
| YTD | -63.2% | +15.6% | -78.8% | -68.3% |
| 1Y | -69.7% | +24.2% | -93.9% | -75.5% |
| 3Y | -83.3% | -12.8% | -70.6% | -84.2% |
| 5Y | -80.8% | +27.1% | -107.9% | -86.4% |
| All | +364.1% | +731.6% | -367.5% | +26.9% |
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 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