+419.8%
TXN vs WYNN
+1.1%
+418.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.8% | +4.6% | +4.0% |
| 7D | +4.0% | -4.2% | +8.2% | +5.1% |
| 30D | -2.9% | -14.6% | +11.8% | +1.1% |
| 3M | -9.1% | -18.4% | +9.3% | -4.5% |
| 6M | +36.6% | -11.9% | +48.5% | +40.2% |
| YTD | +57.5% | -26.6% | +84.1% | +69.0% |
| 1Y | +49.5% | -28.5% | +78.1% | +60.8% |
| 3Y | +76.5% | -5.1% | +81.7% | +72.9% |
| 5Y | +62.4% | -10.5% | +72.9% | +54.4% |
| All | +419.8% | +1.1% | +418.7% | +343.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling