+1,641.8%
TSM vs WMB
+278.0%
+1,363.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.6% |
| 7D | +4.4% | +1.6% | +2.9% | +4.1% |
| 30D | -7.0% | -7.1% | +0.1% | -4.9% |
| 3M | -1.8% | -4.0% | +2.2% | -0.7% |
| 6M | +2.7% | -5.7% | +8.4% | +4.0% |
| YTD | +37.1% | +17.2% | +19.9% | +29.6% |
| 1Y | +43.5% | +17.2% | +26.3% | +35.5% |
| 3Y | +341.5% | +121.1% | +220.5% | +246.0% |
| 5Y | +278.9% | +197.2% | +81.7% | +171.2% |
| 10Y | +1,641.8% | +280.9% | +1,360.9% | +997.5% |
| All | +1,641.8% | +278.0% | +1,363.8% | +997.5% |
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