+80.5%
TSEM vs WYNN
-32.5%
+112.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.1% | -14.8% | -9.4% |
| 7D | -23.1% | +15.4% | -38.5% | -25.0% |
| 30D | -40.4% | +6.8% | -47.1% | -40.8% |
| 3M | -37.9% | -15.4% | -22.5% | -34.7% |
| 6M | -30.8% | -20.0% | -10.9% | -26.3% |
| YTD | +26.7% | -31.0% | +57.8% | +45.0% |
| 1Y | +80.5% | -31.5% | +111.9% | +104.8% |
| All | +80.5% | -32.5% | +112.9% | +104.8% |
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