+298.4%
WMB vs TDG
+547.7%
-249.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.3% |
| 7D | -1.0% | -1.9% | +0.8% | -0.3% |
| 30D | -0.4% | -7.7% | +7.3% | +2.8% |
| 3M | +3.2% | -9.3% | +12.5% | +6.8% |
| 6M | +0.1% | -9.4% | +9.4% | +2.6% |
| YTD | +23.9% | -14.3% | +38.1% | +29.2% |
| 1Y | +27.6% | -11.8% | +39.4% | +31.0% |
| 3Y | +141.9% | +52.0% | +89.9% | +89.8% |
| 5Y | +273.8% | +128.8% | +144.9% | +134.5% |
| All | +298.4% | +547.7% | -249.3% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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