+99.7%
TXN vs WYNN
-32.5%
+132.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.1% | -6.4% | -0.9% |
| 7D | +1.0% | +15.4% | -14.4% | -0.5% |
| 30D | +6.1% | +6.8% | -0.6% | +5.4% |
| 3M | +10.4% | -15.4% | +25.7% | +12.6% |
| 6M | +12.6% | -20.0% | +32.5% | +15.9% |
| YTD | +83.5% | -31.0% | +114.5% | +96.0% |
| 1Y | +99.7% | -31.5% | +131.2% | +113.5% |
| All | +99.7% | -32.5% | +132.2% | +113.5% |
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 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