+76.5%
TXN vs ODFL
-13.7%
+90.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +4.0% |
| 7D | +4.0% | -3.3% | +7.2% | +5.2% |
| 30D | -2.9% | -15.3% | +12.4% | +3.1% |
| 3M | -9.1% | -27.3% | +18.2% | +1.7% |
| 6M | +36.6% | -4.5% | +41.1% | +37.5% |
| YTD | +57.5% | +15.1% | +42.3% | +45.7% |
| 1Y | +49.5% | +21.1% | +28.4% | +35.1% |
| 3Y | +76.5% | -14.1% | +90.7% | +68.0% |
| All | +76.5% | -13.7% | +90.3% | +68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling