+46.6%
TEM vs WYNN
+0.1%
+46.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +1.0% |
| 7D | -8.7% | -4.2% | -4.5% | -6.2% |
| 30D | +8.1% | -14.6% | +22.7% | +18.6% |
| 3M | +19.0% | -18.4% | +37.4% | +33.9% |
| 6M | +12.0% | -11.9% | +23.9% | +20.0% |
| YTD | -0.1% | -26.6% | +26.5% | +19.4% |
| 1Y | -33.5% | -28.5% | -5.0% | -20.5% |
| All | +46.6% | +0.1% | +46.5% | +30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling