+289.9%
TPR vs WYNN
-4.3%
+294.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.8% |
| 7D | -5.1% | -3.4% | -1.7% | -3.7% |
| 30D | -27.6% | -15.4% | -12.1% | -22.0% |
| 3M | -17.5% | -15.8% | -1.7% | -11.1% |
| 6M | -21.3% | -13.5% | -7.8% | -16.5% |
| YTD | -8.5% | -26.0% | +17.5% | +3.6% |
| 1Y | +11.5% | -27.4% | +38.8% | +25.9% |
| All | +289.9% | -4.3% | +294.1% | +257.7% |
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