+459.4%
TTMI vs ODFL
+46,742.4%
-46,283.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.7% |
| 7D | +12.2% | +0.2% | +12.0% | +12.1% |
| 30D | -5.7% | -13.4% | +7.7% | -0.2% |
| 3M | -27.5% | -24.2% | -3.3% | -19.8% |
| 6M | +47.1% | -3.3% | +50.5% | +47.8% |
| YTD | +87.5% | +19.8% | +67.7% | +71.9% |
| 1Y | +175.2% | +24.5% | +150.7% | +147.1% |
| 3Y | +901.9% | -9.6% | +911.6% | +890.4% |
| 5Y | +843.5% | +28.0% | +815.4% | +690.7% |
| 10Y | +1,077.0% | +735.3% | +341.7% | +375.6% |
| All | +459.4% | +46,742.4% | -46,283.1% | -18.0% |
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