-83.4%
TTD vs WYNN
-5.1%
-78.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.5% | +3.0% |
| 7D | -0.6% | -4.2% | +3.6% | +1.2% |
| 30D | +6.3% | -14.6% | +20.9% | +13.5% |
| 3M | -24.1% | -18.4% | -5.7% | -17.6% |
| 6M | -47.4% | -11.9% | -35.5% | -45.1% |
| YTD | -62.2% | -26.6% | -35.6% | -57.3% |
| 1Y | -68.3% | -28.5% | -39.8% | -64.2% |
| 3Y | -83.4% | -5.1% | -78.3% | -85.3% |
| All | -83.4% | -5.1% | -78.4% | -85.3% |
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 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