+425.2%
TXG vs WYNN
-28.3%
+453.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.8% |
| 7D | +9.5% | -4.2% | +13.7% | +12.1% |
| 30D | +18.8% | -14.6% | +33.4% | +29.7% |
| 3M | +136.1% | -18.4% | +154.5% | +165.0% |
| 6M | +235.2% | -11.9% | +247.2% | +261.1% |
| YTD | +320.5% | -26.6% | +347.1% | +388.0% |
| 1Y | +425.2% | -28.5% | +453.7% | +505.1% |
| All | +425.2% | -28.3% | +453.5% | +505.1% |
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