+696.3%
TEL vs WYNN
+60.6%
+635.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.8% | +4.4% | +3.8% |
| 7D | +1.6% | -4.2% | +5.8% | +2.8% |
| 30D | -0.7% | -14.6% | +14.0% | +4.0% |
| 3M | +2.4% | -18.4% | +20.8% | +8.4% |
| 6M | +4.1% | -11.9% | +16.0% | +7.7% |
| YTD | -5.8% | -26.6% | +20.8% | +2.5% |
| 1Y | +0.9% | -28.5% | +29.4% | +10.0% |
| 3Y | +72.6% | -5.1% | +77.7% | +69.1% |
| 5Y | +57.5% | -10.5% | +68.0% | +49.7% |
| 10Y | +313.6% | +0.3% | +313.4% | +233.4% |
| All | +696.3% | +60.6% | +635.7% | +292.7% |
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