+1,502.2%
TSM vs WMB
+267.9%
+1,234.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +2.4% |
| 7D | -2.5% | -6.7% | +4.1% | -0.4% |
| 30D | -14.3% | -8.6% | -5.7% | -12.0% |
| 3M | -7.2% | -4.9% | -2.3% | -6.0% |
| 6M | -5.1% | -6.3% | +1.2% | -3.8% |
| YTD | +28.9% | +13.0% | +15.9% | +23.2% |
| 1Y | +37.1% | +14.9% | +22.2% | +30.2% |
| 3Y | +341.5% | +113.4% | +228.1% | +249.6% |
| 5Y | +245.7% | +190.2% | +55.5% | +149.4% |
| 10Y | +1,502.2% | +259.9% | +1,242.4% | +923.3% |
| All | +1,502.2% | +267.9% | +1,234.4% | +923.3% |
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