+1,176.3%
WYNN vs TXT
+372.4%
+803.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -15.4% | -10.2% | -5.2% | -10.4% |
| 3M | -15.8% | -13.3% | -2.5% | -9.7% |
| 6M | -13.5% | -14.4% | +0.9% | -7.0% |
| YTD | -26.0% | -9.1% | -16.9% | -23.4% |
| 1Y | -27.4% | -2.2% | -25.2% | -28.0% |
| 3Y | -3.7% | +5.1% | -8.8% | -10.0% |
| 5Y | -9.8% | +12.8% | -22.6% | -18.5% |
| 10Y | +1.1% | +101.4% | -100.3% | -33.7% |
| All | +1,176.3% | +372.4% | +803.9% | +417.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling