-59.4%
TXG vs WYNN
-11.0%
-48.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +3.9% |
| 7D | +9.5% | -4.2% | +13.7% | +12.5% |
| 30D | +18.8% | -14.6% | +33.4% | +31.3% |
| 3M | +136.1% | -18.4% | +154.5% | +167.9% |
| 6M | +235.2% | -11.9% | +247.2% | +263.7% |
| YTD | +320.5% | -26.6% | +347.1% | +410.3% |
| 1Y | +425.2% | -28.5% | +453.7% | +540.1% |
| 3Y | +42.9% | -5.1% | +48.0% | +39.4% |
| All | -59.4% | -11.0% | -48.4% | -64.5% |
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