-72.0%
TTD vs WYNN
-32.5%
-39.5%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.1% | -3.2% | +1.2% |
| 7D | +3.7% | +15.4% | -11.7% | -0.3% |
| 30D | +10.4% | +6.8% | +3.7% | +8.2% |
| 3M | -31.6% | -15.4% | -16.2% | -30.0% |
| 6M | -45.1% | -20.0% | -25.1% | -42.9% |
| YTD | -65.1% | -31.0% | -34.1% | -63.4% |
| 1Y | -72.0% | -31.5% | -40.5% | -71.2% |
| All | -72.0% | -32.5% | -39.5% | -71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling