+2,859.7%
TD vs WYNN
+1,166.9%
+1,692.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | -0.5% | -4.2% | +3.7% | +0.4% |
| 30D | -1.9% | -14.6% | +12.7% | +1.5% |
| 3M | +4.8% | -18.4% | +23.2% | +9.3% |
| 6M | +28.0% | -11.9% | +39.9% | +31.0% |
| YTD | +30.3% | -26.6% | +56.9% | +38.4% |
| 1Y | +59.8% | -28.5% | +88.3% | +69.7% |
| 3Y | +124.7% | -5.1% | +129.8% | +118.3% |
| 5Y | +127.0% | -10.5% | +137.5% | +113.7% |
| 10Y | +303.2% | +0.3% | +302.9% | +228.2% |
| All | +2,859.7% | +1,166.9% | +1,692.8% | +1,276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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