+241.1%
TFC vs WYNN
+1,166.9%
-925.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.4% |
| 3M | +0.4% | -18.4% | +18.8% | +6.6% |
| 6M | +12.7% | -11.9% | +24.6% | +16.5% |
| YTD | +5.6% | -26.6% | +32.2% | +15.2% |
| 1Y | +16.0% | -28.5% | +44.6% | +26.8% |
| 3Y | +94.0% | -5.1% | +99.1% | +89.7% |
| 5Y | +16.2% | -10.5% | +26.6% | +9.9% |
| 10Y | +98.2% | +0.3% | +97.9% | +59.9% |
| All | +241.1% | +1,166.9% | -925.8% | +61.2% |
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