+405.4%
TXG vs WYNN
-32.5%
+437.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.1% | -2.6% | +0.6% |
| 7D | -19.3% | +15.4% | -34.7% | -25.2% |
| 30D | -30.9% | +6.8% | -37.7% | -33.1% |
| 3M | +41.1% | -15.4% | +56.5% | +58.0% |
| 6M | +211.9% | -20.0% | +231.8% | +262.1% |
| YTD | +314.0% | -31.0% | +345.0% | +421.8% |
| 1Y | +405.4% | -31.5% | +436.9% | +520.6% |
| All | +405.4% | -32.5% | +437.8% | +520.6% |
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