+190.2%
WMB vs TTMI
+429.4%
-239.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.3% | -9.6% | +2.0% |
| 7D | -6.7% | -1.6% | -5.0% | -6.6% |
| 30D | -8.6% | -37.7% | +29.2% | -4.3% |
| 3M | -4.9% | -45.1% | +40.2% | +0.5% |
| 6M | -6.3% | -52.1% | +45.8% | -0.5% |
| YTD | +13.0% | +9.2% | +3.8% | +5.7% |
| 1Y | +14.9% | +12.9% | +2.0% | +6.3% |
| 3Y | +113.4% | +445.5% | -332.1% | +45.2% |
| 5Y | +190.2% | +427.9% | -237.7% | +81.9% |
| All | +190.2% | +429.4% | -239.2% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling