+41.6%
TXN vs WYNN
-26.4%
+67.9%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.1% | -3.9% | +3.8% | +0.3% |
| 30D | -6.9% | -9.3% | +2.3% | -5.9% |
| 3M | -14.9% | -11.4% | -3.5% | -13.6% |
| 6M | +29.0% | -11.0% | +40.0% | +30.4% |
| YTD | +51.5% | -23.4% | +74.8% | +56.9% |
| 1Y | +41.6% | -24.8% | +66.4% | +47.4% |
| All | +41.6% | -26.4% | +67.9% | +47.4% |
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 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