-36.5%
TSLL vs WYNN
-2.3%
-34.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.3% |
| 7D | +5.1% | -1.4% | +6.5% | +6.2% |
| 30D | +20.0% | -11.8% | +31.7% | +30.6% |
| 3M | -23.8% | -15.8% | -7.9% | -14.8% |
| 6M | -30.3% | -10.7% | -19.6% | -26.6% |
| YTD | -47.7% | -24.5% | -23.2% | -37.4% |
| 1Y | -21.2% | -25.0% | +3.8% | -7.4% |
| All | -36.5% | -2.3% | -34.2% | -51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling