+365.8%
TTD vs WMB
+314.0%
+51.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.3% | -5.1% | -3.8% |
| 7D | +1.7% | +0.8% | +0.9% | +1.3% |
| 30D | +1.6% | +7.7% | -6.1% | -1.8% |
| 3M | -27.8% | +6.7% | -34.5% | -30.3% |
| 6M | -52.1% | +3.6% | -55.8% | -53.5% |
| YTD | -63.1% | +28.0% | -91.1% | -67.6% |
| 1Y | -73.1% | +37.6% | -110.7% | -77.3% |
| 3Y | -83.3% | +149.0% | -232.3% | -89.7% |
| 5Y | -80.6% | +285.3% | -365.9% | -90.4% |
| All | +365.8% | +314.0% | +51.8% | +122.9% |
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