+379.4%
TTD vs WMB
+304.9%
+74.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.1% | -4.5% | -4.4% |
| 7D | +6.3% | +0.6% | +5.8% | +6.0% |
| 30D | -23.9% | +3.3% | -27.2% | -25.0% |
| 3M | -31.4% | +3.1% | -34.5% | -32.7% |
| 6M | -42.7% | -0.7% | -42.0% | -43.3% |
| YTD | -62.0% | +25.2% | -87.1% | -66.3% |
| 1Y | -72.2% | +32.9% | -105.1% | -76.2% |
| 3Y | -81.9% | +140.6% | -222.5% | -88.7% |
| 5Y | -81.5% | +273.5% | -355.0% | -90.7% |
| All | +379.4% | +304.9% | +74.5% | +131.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling