+1,213.1%
TNA vs WYNN
+278.0%
+935.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.8% |
| 7D | -7.3% | -4.2% | -3.1% | -3.8% |
| 30D | -14.2% | -14.6% | +0.5% | -2.0% |
| 3M | -4.6% | -18.4% | +13.8% | +12.3% |
| 6M | +36.9% | -11.9% | +48.8% | +51.2% |
| YTD | +42.5% | -26.6% | +69.1% | +83.0% |
| 1Y | +45.8% | -28.5% | +74.3% | +88.4% |
| 3Y | +104.7% | -5.1% | +109.8% | +106.4% |
| 5Y | -21.7% | -10.5% | -11.2% | -18.6% |
| 10Y | +83.8% | +0.3% | +83.6% | +55.0% |
| All | +1,213.1% | +278.0% | +935.2% | +105.1% |
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