+419.8%
TXN vs WMB
+307.8%
+112.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +4.0% | -1.0% | +5.0% | +4.3% |
| 30D | -2.9% | -0.4% | -2.4% | -2.8% |
| 3M | -9.1% | +3.2% | -12.3% | -10.3% |
| 6M | +36.6% | +0.1% | +36.6% | +36.0% |
| YTD | +57.5% | +23.9% | +33.6% | +46.4% |
| 1Y | +49.5% | +27.6% | +21.9% | +37.4% |
| 3Y | +76.5% | +141.9% | -65.4% | +31.0% |
| 5Y | +62.4% | +273.8% | -211.4% | +4.3% |
| All | +419.8% | +307.8% | +112.0% | +214.4% |
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 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