-55.4%
TSLL vs WYNN
+45.0%
-100.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | 0.0% | -11.8% | -11.8% |
| 7D | +1.9% | -3.9% | +5.8% | +4.0% |
| 30D | +17.8% | -9.3% | +27.0% | +24.3% |
| 3M | -37.0% | -11.4% | -25.6% | -33.3% |
| 6M | -37.7% | -11.0% | -26.7% | -34.7% |
| YTD | -51.4% | -23.4% | -28.0% | -44.2% |
| 1Y | -23.4% | -24.8% | +1.5% | -12.2% |
| 3Y | -30.8% | -7.1% | -23.7% | -37.1% |
| All | -55.4% | +45.0% | -100.4% | -64.3% |
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 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