+5,202.5%
TT vs WYNN
+1,203.4%
+3,999.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | +0.2% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | -6.7% | -11.8% | +5.1% | -3.4% |
| 3M | -5.4% | -15.8% | +10.4% | -1.1% |
| 6M | +4.4% | -10.7% | +15.1% | +7.1% |
| YTD | +14.9% | -24.5% | +39.4% | +23.1% |
| 1Y | +9.3% | -25.0% | +34.3% | +16.5% |
| 3Y | +121.7% | -1.8% | +123.5% | +112.5% |
| 5Y | +148.2% | -10.0% | +158.2% | +130.3% |
| 10Y | +957.3% | +3.2% | +954.1% | +693.3% |
| All | +5,202.5% | +1,203.4% | +3,999.1% | +1,823.4% |
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