-25.8%
TE vs WYNN
-32.5%
+6.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +6.1% | -9.6% | -5.7% |
| 7D | +3.8% | +15.4% | -11.6% | -1.9% |
| 30D | -26.2% | +6.8% | -33.0% | -28.0% |
| 3M | -49.7% | -15.4% | -34.3% | -45.5% |
| 6M | -46.5% | -20.0% | -26.5% | -42.1% |
| YTD | -59.1% | -31.0% | -28.1% | -47.7% |
| 1Y | -25.8% | -31.5% | +5.7% | -14.3% |
| All | -25.8% | -32.5% | +6.6% | -14.3% |
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