+20.1%
WMB vs TTMI
+9.5%
+10.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.8% | +1.1% |
| 7D | +8.1% | +22.6% | -14.5% | +5.9% |
| 30D | -6.9% | -34.3% | +27.4% | -4.6% |
| 3M | -5.1% | -44.8% | +39.7% | -2.0% |
| 6M | -5.7% | -53.3% | +47.6% | -2.1% |
| YTD | +18.1% | +10.6% | +7.5% | +17.2% |
| All | +20.1% | +9.5% | +10.6% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling