-18.0%
TTWO vs WYNN
-31.7%
+13.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.1% | +1.1% | +6.0% |
| 7D | +7.0% | +15.4% | -8.4% | +4.4% |
| 30D | +2.7% | +6.8% | -4.1% | +1.4% |
| 3M | -13.0% | -15.4% | +2.3% | -11.6% |
| 6M | -7.2% | -20.0% | +12.7% | -5.3% |
| YTD | -18.4% | -31.0% | +12.6% | -16.2% |
| All | -18.0% | -31.7% | +13.7% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling