+890.1%
TTMI vs WYNN
-5.1%
+895.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.7% |
| 7D | +0.7% | -4.2% | +4.9% | +2.3% |
| 30D | -8.4% | -14.6% | +6.2% | -2.9% |
| 3M | -32.5% | -18.4% | -14.1% | -27.3% |
| 6M | +32.5% | -11.9% | +44.4% | +38.3% |
| YTD | +83.2% | -26.6% | +109.8% | +103.6% |
| 1Y | +161.7% | -28.5% | +190.2% | +192.6% |
| 3Y | +890.1% | -5.1% | +895.3% | +821.3% |
| All | +890.1% | -5.1% | +895.2% | +821.3% |
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