+84.4%
TSM vs WYNN
-26.4%
+110.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.7% | -3.9% | +6.6% | +3.7% |
| 30D | +3.6% | -9.3% | +12.9% | +5.9% |
| 3M | -3.4% | -11.4% | +8.1% | -0.6% |
| 6M | +20.6% | -11.0% | +31.6% | +23.4% |
| YTD | +41.9% | -23.4% | +65.2% | +47.2% |
| 1Y | +84.4% | -24.8% | +109.2% | +94.0% |
| All | +84.4% | -26.4% | +110.8% | +94.0% |
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