+1,753.6%
TSM vs WMB
+309.4%
+1,444.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +1.7% |
| 7D | +6.0% | +0.8% | +5.2% | +5.8% |
| 30D | +4.5% | +7.7% | -3.2% | +2.1% |
| 3M | +3.1% | +6.7% | -3.6% | +0.8% |
| 6M | +30.2% | +3.6% | +26.6% | +28.0% |
| YTD | +45.2% | +28.0% | +17.2% | +33.7% |
| 1Y | +79.6% | +37.6% | +41.9% | +61.4% |
| 3Y | +411.0% | +149.0% | +262.0% | +286.2% |
| 5Y | +290.7% | +285.3% | +5.4% | +159.2% |
| 10Y | +1,753.6% | +302.1% | +1,451.5% | +1,060.4% |
| All | +1,753.6% | +309.4% | +1,444.2% | +1,060.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 WMB 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