+850.1%
TRGP vs WYNN
+1.1%
+849.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | +0.1% | -4.2% | +4.3% | +1.8% |
| 30D | +8.0% | -14.6% | +22.7% | +15.1% |
| 3M | +8.3% | -18.4% | +26.7% | +17.0% |
| 6M | +23.9% | -11.9% | +35.8% | +28.6% |
| YTD | +59.6% | -26.6% | +86.2% | +77.7% |
| 1Y | +79.4% | -28.5% | +108.0% | +99.5% |
| 3Y | +269.4% | -5.1% | +274.6% | +243.4% |
| 5Y | +641.6% | -10.5% | +652.1% | +543.3% |
| All | +850.1% | +1.1% | +849.0% | +627.9% |
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