+56.5%
TEL vs WYNN
-11.0%
+67.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | +1.6% | -4.2% | +5.8% | +2.9% |
| 30D | -0.7% | -14.6% | +14.0% | +4.2% |
| 3M | +2.4% | -18.4% | +20.8% | +8.8% |
| 6M | +4.1% | -11.9% | +16.0% | +7.9% |
| YTD | -5.8% | -26.6% | +20.8% | +2.9% |
| 1Y | +0.9% | -28.5% | +29.4% | +10.4% |
| 3Y | +72.6% | -5.1% | +77.7% | +67.8% |
| All | +56.5% | -11.0% | +67.5% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling