-5.1%
WYNN vs TXT
+7.0%
-12.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.8% |
| 7D | -4.2% | +2.5% | -6.7% | -5.2% |
| 30D | -14.6% | -8.9% | -5.8% | -11.2% |
| 3M | -18.4% | -13.6% | -4.8% | -13.5% |
| 6M | -11.9% | -13.1% | +1.2% | -7.2% |
| YTD | -26.6% | -7.0% | -19.6% | -25.7% |
| 1Y | -28.5% | -1.4% | -27.1% | -30.0% |
| 3Y | -5.1% | +7.0% | -12.1% | -15.6% |
| All | -5.1% | +7.0% | -12.1% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 3y: compounded portfolio wealth divided by compounded TXT 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…
3y analysis · Full analysis span regression · 6 months rolling