+69.0%
TPG vs WYNN
+5.8%
+63.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +1.9% |
| 7D | -9.4% | -4.2% | -5.2% | -7.9% |
| 30D | -5.3% | -14.6% | +9.4% | +0.6% |
| 3M | +12.9% | -18.4% | +31.3% | +21.7% |
| 6M | +20.1% | -11.9% | +32.0% | +25.2% |
| YTD | -22.5% | -26.6% | +4.1% | -13.2% |
| 1Y | -19.7% | -28.5% | +8.8% | -10.3% |
| 3Y | +81.2% | -5.1% | +86.3% | +72.4% |
| All | +69.0% | +5.8% | +63.2% | +45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling