+71.9%
TXN vs WMB
+145.3%
-73.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | -6.7% | +4.6% | -11.3% | -8.1% |
| 3M | -8.9% | +5.7% | -14.7% | -10.9% |
| 6M | +34.7% | +4.2% | +30.5% | +32.2% |
| YTD | +53.3% | +26.8% | +26.5% | +41.5% |
| 1Y | +45.0% | +34.7% | +10.4% | +30.6% |
| All | +71.9% | +145.3% | -73.5% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling