+1,779.8%
TSM vs WYNN
+1.1%
+1,778.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +1.0% | -4.2% | +5.2% | +2.2% |
| 30D | +1.0% | -14.6% | +15.6% | +5.2% |
| 3M | +2.9% | -18.4% | +21.3% | +8.3% |
| 6M | +22.8% | -11.9% | +34.7% | +26.7% |
| YTD | +43.3% | -26.6% | +69.9% | +54.6% |
| 1Y | +69.2% | -28.5% | +97.7% | +82.6% |
| 3Y | +404.5% | -5.1% | +409.6% | +394.5% |
| 5Y | +282.2% | -10.5% | +292.7% | +265.2% |
| All | +1,779.8% | +1.1% | +1,778.6% | +1,503.7% |
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