+491.5%
WMB vs TTMI
+262.5%
+229.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +13.3% | -9.6% | +0.9% |
| 7D | -6.7% | -1.6% | -5.0% | -6.7% |
| 30D | -8.6% | -37.7% | +29.2% | -1.0% |
| 3M | -4.9% | -45.1% | +40.2% | +4.7% |
| 6M | -6.3% | -52.1% | +45.8% | +4.0% |
| YTD | +13.0% | +9.2% | +3.8% | +1.8% |
| 1Y | +14.9% | +12.9% | +2.0% | +1.7% |
| 3Y | +113.4% | +445.5% | -332.1% | +27.3% |
| 5Y | +190.2% | +427.9% | -237.7% | +68.3% |
| 10Y | +259.9% | +449.9% | -190.0% | +96.6% |
| All | +491.5% | +262.5% | +229.0% | +101.4% |
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