+555.3%
WMB vs TTMI
+504.4%
+50.9%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +8.8% | -8.7% | -1.7% |
| 7D | +0.6% | +5.9% | -5.3% | -0.7% |
| 30D | +3.3% | -4.3% | +7.6% | +3.7% |
| 3M | +3.1% | -32.0% | +35.2% | +9.3% |
| 6M | -0.7% | +19.5% | -20.2% | -8.6% |
| YTD | +25.2% | +82.0% | -56.9% | +3.7% |
| 1Y | +32.9% | +172.6% | -139.8% | -1.0% |
| 3Y | +140.6% | +744.7% | -604.1% | +33.7% |
| 5Y | +273.5% | +805.6% | -532.1% | +97.9% |
| 10Y | +334.2% | +1,057.6% | -723.4% | +106.2% |
| All | +555.3% | +504.4% | +50.9% | +105.3% |
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