+1,107.4%
TTWO vs WYNN
+1,166.9%
-59.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +0.4% | -4.2% | +4.6% | +1.3% |
| 30D | -11.3% | -14.6% | +3.3% | -8.2% |
| 3M | +1.6% | -18.4% | +20.0% | +6.1% |
| 6M | +2.1% | -11.9% | +14.0% | +4.5% |
| YTD | -15.8% | -26.6% | +10.7% | -10.5% |
| 1Y | -12.6% | -28.5% | +15.9% | -7.0% |
| 3Y | +48.2% | -5.1% | +53.3% | +44.5% |
| 5Y | +40.0% | -10.5% | +50.5% | +32.7% |
| 10Y | +404.1% | +0.3% | +403.9% | +293.9% |
| All | +1,107.4% | +1,166.9% | -59.5% | +303.4% |
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 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