+172.6%
TTMI vs WYNN
-26.4%
+199.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.9% | +8.9% |
| 7D | +5.9% | -3.9% | +9.8% | +7.2% |
| 30D | -4.3% | -9.3% | +5.0% | -1.1% |
| 3M | -32.0% | -11.4% | -20.6% | -29.2% |
| 6M | +19.5% | -11.0% | +30.4% | +24.0% |
| YTD | +82.0% | -23.4% | +105.4% | +99.0% |
| 1Y | +172.6% | -24.8% | +197.4% | +198.0% |
| All | +172.6% | -26.4% | +199.0% | +198.0% |
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