+94.0%
TFC vs WYNN
-5.1%
+99.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.4% |
| 7D | -2.4% | -4.2% | +1.8% | -1.1% |
| 30D | -3.4% | -14.6% | +11.3% | +1.5% |
| 3M | +0.4% | -18.4% | +18.8% | +6.9% |
| 6M | +12.7% | -11.9% | +24.6% | +16.5% |
| YTD | +5.6% | -26.6% | +32.2% | +15.6% |
| 1Y | +16.0% | -28.5% | +44.6% | +27.1% |
| 3Y | +94.0% | -5.1% | +99.1% | +79.5% |
| All | +94.0% | -5.1% | +99.0% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling