-80.8%
TTD vs WMB
+275.1%
-355.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +0.6% | +5.8% | +6.1% |
| 30D | -23.9% | +3.3% | -27.2% | -24.6% |
| 3M | -31.4% | +3.1% | -34.5% | -32.3% |
| 6M | -42.7% | -0.7% | -42.0% | -43.0% |
| YTD | -62.0% | +25.2% | -87.1% | -65.5% |
| 1Y | -72.2% | +32.9% | -105.1% | -75.5% |
| 3Y | -81.9% | +140.6% | -222.5% | -88.5% |
| All | -80.8% | +275.1% | -355.9% | -87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling