+159.7%
TRV vs WYNN
-11.0%
+170.7%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.1% |
| 7D | +1.9% | -4.2% | +6.1% | +2.2% |
| 30D | +1.7% | -14.6% | +16.3% | +2.9% |
| 3M | +23.9% | -18.4% | +42.3% | +25.7% |
| 6M | +26.3% | -11.9% | +38.2% | +27.3% |
| YTD | +30.8% | -26.6% | +57.4% | +33.5% |
| 1Y | +36.3% | -28.5% | +64.9% | +39.2% |
| 3Y | +145.0% | -5.1% | +150.1% | +141.0% |
| All | +159.7% | -11.0% | +170.7% | +155.4% |
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