+78.0%
TSEM vs WYNN
-12.7%
+90.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -1.9% | -3.3% |
| 7D | +0.9% | -3.4% | +4.4% | +2.1% |
| 30D | -16.6% | -15.4% | -1.2% | -12.3% |
| 3M | -10.9% | -15.8% | +4.9% | -4.7% |
| 6M | +78.0% | -13.5% | +91.5% | +88.2% |
| All | +78.0% | -12.7% | +90.7% | +88.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling