+186.3%
WMB vs TLN
+602.5%
-416.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.9% |
| 7D | +0.8% | +10.9% | -10.1% | -0.6% |
| 30D | +7.7% | -6.3% | +14.0% | +8.4% |
| 3M | +6.7% | -10.7% | +17.4% | +7.7% |
| 6M | +3.6% | +1.6% | +2.0% | +1.9% |
| YTD | +28.0% | -13.1% | +41.1% | +28.0% |
| 1Y | +37.6% | -15.1% | +52.7% | +37.3% |
| 3Y | +149.0% | +495.0% | -346.0% | +84.1% |
| All | +186.3% | +602.5% | -416.1% | +99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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