+281.4%
WMB vs TT
+725.1%
-443.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | +0.1% |
| 7D | +7.8% | +4.0% | +3.8% | +6.1% |
| 30D | -5.1% | -11.3% | +6.2% | -0.4% |
| 3M | -4.7% | -12.3% | +7.6% | +0.4% |
| 6M | -7.4% | -10.8% | +3.4% | -3.8% |
| YTD | +17.5% | +8.2% | +9.3% | +11.3% |
| 1Y | +19.5% | +1.5% | +18.0% | +16.2% |
| 3Y | +121.3% | +91.5% | +29.8% | +56.7% |
| 5Y | +200.5% | +130.2% | +70.3% | +88.9% |
| All | +281.4% | +725.1% | -443.7% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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