+329.6%
TTD vs WMB
+252.4%
+77.2%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +5.2% | -13.8% | +19.0% | +11.3% |
| 30D | +6.9% | -10.3% | +17.3% | +10.8% |
| 3M | -26.8% | -10.1% | -16.8% | -24.5% |
| 6M | -46.1% | -11.8% | -34.3% | -44.5% |
| YTD | -65.9% | +8.9% | -74.9% | -68.4% |
| 1Y | -71.8% | +14.0% | -85.8% | -74.5% |
| 3Y | -83.3% | +100.5% | -183.8% | -88.8% |
| 5Y | -81.1% | +179.5% | -260.6% | -89.3% |
| 10Y | +441.7% | +272.7% | +168.9% | +134.6% |
| All | +329.6% | +252.4% | +77.2% | +117.4% |
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 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