+281.4%
WMB vs TTMI
+394.2%
-112.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | 0.0% |
| 7D | +7.8% | +11.4% | -3.6% | +5.5% |
| 30D | -5.1% | -28.3% | +23.2% | -0.7% |
| 3M | -4.7% | -46.7% | +41.9% | +4.4% |
| 6M | -7.4% | -56.1% | +48.7% | +3.3% |
| YTD | +17.5% | +7.4% | +10.1% | +5.3% |
| 1Y | +19.5% | +17.4% | +2.1% | +4.0% |
| 3Y | +121.3% | +429.1% | -307.9% | +24.7% |
| 5Y | +200.5% | +418.8% | -218.2% | +62.3% |
| All | +281.4% | +394.2% | -112.8% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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