+306.4%
TSEM vs WYNN
+1,166.9%
-860.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.9% |
| 7D | -4.9% | -4.2% | -0.7% | -3.9% |
| 30D | -18.7% | -14.6% | -4.1% | -15.6% |
| 3M | -18.1% | -18.4% | +0.3% | -14.3% |
| 6M | +77.1% | -11.9% | +89.0% | +82.0% |
| YTD | +80.1% | -26.6% | +106.7% | +92.3% |
| 1Y | +220.4% | -28.5% | +248.9% | +243.6% |
| 3Y | +650.1% | -5.1% | +655.2% | +639.5% |
| 5Y | +628.9% | -10.5% | +639.4% | +593.3% |
| 10Y | +1,293.4% | +0.3% | +1,293.1% | +1,071.2% |
| All | +306.4% | +1,166.9% | -860.5% | +107.4% |
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