+149.1%
TT vs WYNN
-11.0%
+160.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.8% |
| 7D | -1.2% | -4.2% | +3.0% | -0.4% |
| 30D | -7.3% | -14.6% | +7.3% | -4.5% |
| 3M | -3.6% | -18.4% | +14.8% | +0.1% |
| 6M | +2.8% | -11.9% | +14.7% | +5.0% |
| YTD | +14.5% | -26.6% | +41.1% | +20.8% |
| 1Y | +7.4% | -28.5% | +35.9% | +13.5% |
| 3Y | +116.2% | -5.1% | +121.4% | +110.2% |
| All | +149.1% | -11.0% | +160.1% | +129.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling