+379.4%
TTD vs ODFL
+756.2%
-376.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.4% | -4.4% |
| 7D | +6.3% | -6.3% | +12.6% | +10.2% |
| 30D | -23.9% | -13.6% | -10.3% | -17.5% |
| 3M | -31.4% | -24.2% | -7.2% | -20.0% |
| 6M | -42.7% | -13.8% | -28.9% | -39.3% |
| YTD | -62.0% | +19.0% | -81.0% | -67.8% |
| 1Y | -72.2% | +25.7% | -97.9% | -77.6% |
| 3Y | -81.9% | -13.1% | -68.8% | -82.7% |
| 5Y | -81.5% | +26.7% | -108.2% | -86.9% |
| All | +379.4% | +756.2% | -376.8% | +28.9% |
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 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