+52.0%
TDG vs WYNN
-5.1%
+57.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -1.9% | -4.2% | +2.3% | -1.3% |
| 30D | -7.7% | -14.6% | +6.9% | -5.6% |
| 3M | -9.3% | -18.4% | +9.1% | -6.7% |
| 6M | -9.4% | -11.9% | +2.5% | -7.7% |
| YTD | -14.3% | -26.6% | +12.3% | -10.9% |
| 1Y | -11.8% | -28.5% | +16.7% | -8.5% |
| 3Y | +52.0% | -5.1% | +57.1% | +45.7% |
| All | +52.0% | -5.1% | +57.0% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling