+364.1%
TTD vs WYNN
-4.4%
+368.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.7% | +1.5% |
| 7D | -7.4% | -3.4% | -4.0% | -6.1% |
| 30D | +3.0% | -15.4% | +18.4% | +10.4% |
| 3M | -27.6% | -15.8% | -11.8% | -22.6% |
| 6M | -49.5% | -13.5% | -36.0% | -46.8% |
| YTD | -63.2% | -26.0% | -37.2% | -58.8% |
| 1Y | -69.7% | -27.4% | -42.3% | -66.2% |
| 3Y | -83.3% | -3.7% | -79.6% | -83.9% |
| 5Y | -80.8% | -9.8% | -71.0% | -81.7% |
| All | +364.1% | -4.4% | +368.5% | +229.5% |
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