-23.4%
TSLL vs WYNN
-26.4%
+3.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -3.9% | +5.8% | +2.6% |
| 30D | +17.8% | -9.3% | +27.0% | +20.4% |
| 3M | -37.0% | -11.4% | -25.6% | -34.9% |
| 6M | -37.7% | -11.0% | -26.7% | -36.2% |
| YTD | -51.4% | -23.4% | -28.0% | -47.6% |
| 1Y | -23.4% | -24.8% | +1.5% | -11.3% |
| All | -23.4% | -26.4% | +3.0% | -11.3% |
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