+253.1%
TSEM vs WYNN
-26.4%
+279.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | 0.0% | +7.9% | +7.9% |
| 7D | +6.9% | -3.9% | +10.8% | +7.9% |
| 30D | +5.3% | -9.3% | +14.6% | +7.9% |
| 3M | -14.9% | -11.4% | -3.5% | -12.3% |
| 6M | +80.0% | -11.0% | +91.0% | +84.7% |
| YTD | +89.4% | -23.4% | +112.7% | +103.2% |
| 1Y | +253.1% | -24.8% | +277.9% | +292.7% |
| All | +253.1% | -26.4% | +279.5% | +292.7% |
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 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