+280.4%
WMB vs TFC
+78.4%
+202.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +1.6% | -1.2% | +2.8% | +2.1% |
| 30D | -7.1% | +7.8% | -14.8% | -10.1% |
| 3M | -4.0% | -3.0% | -1.0% | -3.1% |
| 6M | -5.7% | +5.8% | -11.5% | -8.7% |
| YTD | +17.2% | +5.3% | +11.9% | +12.9% |
| 1Y | +17.2% | +15.7% | +1.5% | +8.4% |
| 3Y | +121.1% | +94.8% | +26.3% | +57.2% |
| 5Y | +197.2% | 0.0% | +197.1% | +176.7% |
| All | +280.4% | +78.4% | +202.0% | +133.7% |
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