+259.9%
WMB vs TFC
+90.1%
+169.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +2.9% |
| 7D | -6.7% | +0.3% | -7.0% | -6.8% |
| 30D | -8.6% | +9.2% | -17.7% | -12.0% |
| 3M | -4.9% | -2.9% | -2.0% | -4.1% |
| 6M | -6.3% | +3.5% | -9.8% | -8.4% |
| YTD | +13.0% | +5.4% | +7.5% | +8.8% |
| 1Y | +14.9% | +17.3% | -2.4% | +5.6% |
| 3Y | +113.4% | +96.7% | +16.7% | +51.1% |
| 5Y | +190.2% | -1.1% | +191.3% | +171.9% |
| 10Y | +259.9% | +84.7% | +175.1% | +120.0% |
| All | +259.9% | +90.1% | +169.8% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 TFC 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