-97.2%
TSLQ vs WYNN
+69.4%
-166.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.5% |
| 7D | -6.6% | -4.2% | -2.4% | -8.7% |
| 30D | -24.3% | -14.6% | -9.7% | -30.8% |
| 3M | -3.6% | -18.4% | +14.8% | -14.5% |
| 6M | -12.0% | -11.9% | 0.0% | -17.4% |
| YTD | +1.4% | -26.6% | +28.0% | -13.8% |
| 1Y | -43.6% | -28.5% | -15.0% | -52.1% |
| 3Y | -95.4% | -5.1% | -90.3% | -94.0% |
| All | -97.2% | +69.4% | -166.6% | -95.4% |
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 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