+1,124.0%
TTMI vs ODFL
+742.1%
+381.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.8% | +3.5% |
| 7D | +0.7% | -3.3% | +3.9% | +2.2% |
| 30D | -8.4% | -15.3% | +6.8% | -1.1% |
| 3M | -32.5% | -27.3% | -5.1% | -22.4% |
| 6M | +32.5% | -4.5% | +37.0% | +33.5% |
| YTD | +83.2% | +15.1% | +68.1% | +67.6% |
| 1Y | +161.7% | +21.1% | +140.6% | +132.2% |
| 3Y | +890.1% | -14.1% | +904.2% | +892.6% |
| 5Y | +832.4% | +26.6% | +805.9% | +627.0% |
| All | +1,124.0% | +742.1% | +381.9% | +159.1% |
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 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