-53.1%
TE vs WYNN
-35.9%
-17.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +0.2% | -4.2% | +4.4% | +1.7% |
| 30D | -5.9% | -14.6% | +8.7% | -1.0% |
| 3M | -45.6% | -18.4% | -27.2% | -42.0% |
| 6M | -43.4% | -11.9% | -31.5% | -41.5% |
| YTD | -31.0% | -26.6% | -4.4% | -24.5% |
| 1Y | +145.2% | -28.5% | +173.7% | +170.3% |
| 3Y | -24.1% | -5.1% | -18.9% | -22.9% |
| 5Y | -48.1% | -10.5% | -37.6% | -49.5% |
| All | -53.1% | -35.9% | -17.1% | -54.7% |
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