-53.1%
TSLL vs WYNN
+40.0%
-93.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.1% |
| 7D | -7.3% | -3.4% | -3.9% | -5.3% |
| 30D | +15.8% | -15.4% | +31.2% | +27.5% |
| 3M | -19.5% | -15.8% | -3.7% | -11.9% |
| 6M | -32.1% | -13.5% | -18.6% | -27.5% |
| YTD | -48.9% | -26.0% | -22.9% | -40.1% |
| 1Y | -23.4% | -27.4% | +4.0% | -10.2% |
| 3Y | -28.6% | -3.7% | -24.9% | -35.4% |
| All | -53.1% | +40.0% | -93.2% | -61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling