+508.5%
TTD vs ODFL
+559.8%
-51.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.4% |
| 7D | +21.3% | +5.8% | +15.4% | +17.5% |
| 30D | +28.7% | -5.3% | +34.1% | +32.8% |
| 3M | +7.7% | -19.0% | +26.7% | +21.3% |
| 6M | -23.5% | -7.5% | -16.0% | -21.4% |
| YTD | -58.7% | +11.8% | -70.5% | -63.9% |
| 1Y | -63.4% | +29.7% | -93.1% | -71.3% |
| 3Y | -75.3% | -9.1% | -66.2% | -77.4% |
| 5Y | -84.4% | +0.2% | -84.6% | -87.2% |
| All | +508.5% | +559.8% | -51.3% | +46.5% |
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