+513.5%
WMB vs TTMI
+278.7%
+234.8%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.0% | -6.8% | +0.3% |
| 7D | +1.6% | +7.2% | -5.7% | -0.3% |
| 30D | -7.1% | -28.7% | +21.6% | -2.2% |
| 3M | -4.0% | -39.8% | +35.8% | +3.7% |
| 6M | -5.7% | -51.7% | +46.0% | +4.4% |
| YTD | +17.2% | +14.1% | +3.1% | +4.5% |
| 1Y | +17.2% | +16.0% | +1.2% | +3.1% |
| 3Y | +121.1% | +452.7% | -331.6% | +31.5% |
| 5Y | +197.2% | +451.5% | -254.3% | +70.6% |
| 10Y | +280.9% | +443.1% | -162.2% | +108.6% |
| All | +513.5% | +278.7% | +234.8% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling