-46.0%
TSLL vs WYNN
-32.5%
-13.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.1% | -12.4% | -7.3% |
| 7D | -9.4% | +15.4% | -24.8% | -12.0% |
| 30D | +1.6% | +6.8% | -5.2% | +0.3% |
| 3M | +29.4% | -15.4% | +44.8% | +34.1% |
| 6M | -20.1% | -20.0% | -0.2% | -16.2% |
| YTD | -44.5% | -31.0% | -13.5% | -37.5% |
| 1Y | -46.0% | -31.5% | -14.5% | -41.1% |
| All | -46.0% | -32.5% | -13.6% | -41.1% |
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