-72.2%
TTD vs WYNN
-26.4%
-45.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | 0.0% | -4.4% | -4.4% |
| 7D | +6.3% | -3.9% | +10.2% | +7.1% |
| 30D | -23.9% | -9.3% | -14.6% | -22.6% |
| 3M | -31.4% | -11.4% | -20.0% | -29.9% |
| 6M | -42.7% | -11.0% | -31.7% | -41.6% |
| YTD | -62.0% | -23.4% | -38.6% | -60.5% |
| 1Y | -72.2% | -24.8% | -47.4% | -71.3% |
| All | -72.2% | -26.4% | -45.8% | -71.3% |
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