-10.5%
TEM vs WYNN
-32.5%
+21.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +6.1% | -8.9% | -5.4% |
| 7D | -1.3% | +15.4% | -16.7% | -7.4% |
| 30D | -9.5% | +6.8% | -16.3% | -12.1% |
| 3M | +60.7% | -15.4% | +76.1% | +72.6% |
| 6M | +35.5% | -20.0% | +55.4% | +48.9% |
| YTD | +28.0% | -31.0% | +59.1% | +49.9% |
| 1Y | -10.5% | -31.5% | +21.0% | +2.6% |
| All | -10.5% | -32.5% | +21.9% | +2.6% |
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