-8.6%
TEL vs WYNN
-32.5%
+23.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.1% | -5.8% | -1.7% |
| 7D | -0.5% | +15.4% | -15.9% | -5.1% |
| 30D | +0.6% | +6.8% | -6.2% | -1.6% |
| 3M | +2.0% | -15.4% | +17.4% | +8.3% |
| 6M | +8.1% | -20.0% | +28.1% | +17.1% |
| YTD | -2.2% | -31.0% | +28.9% | +10.7% |
| 1Y | -8.6% | -31.5% | +22.9% | +1.8% |
| All | -8.6% | -32.5% | +23.9% | +1.8% |
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