+97.2%
TJX vs WYNN
-11.0%
+108.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -4.6% | -4.2% | -0.4% | -3.9% |
| 30D | -17.2% | -14.6% | -2.5% | -14.8% |
| 3M | -24.9% | -18.4% | -6.5% | -22.2% |
| 6M | -19.7% | -11.9% | -7.7% | -18.0% |
| YTD | -17.2% | -26.6% | +9.4% | -13.0% |
| 1Y | -9.4% | -28.5% | +19.1% | -4.8% |
| 3Y | +43.1% | -5.1% | +48.2% | +39.5% |
| All | +97.2% | -11.0% | +108.2% | +79.0% |
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