+280.2%
TSM vs WYNN
-11.0%
+291.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | +1.0% | -4.2% | +5.2% | +2.4% |
| 30D | +1.0% | -14.6% | +15.6% | +6.2% |
| 3M | +2.9% | -18.4% | +21.3% | +9.7% |
| 6M | +22.8% | -11.9% | +34.7% | +27.6% |
| YTD | +43.3% | -26.6% | +69.9% | +57.4% |
| 1Y | +69.2% | -28.5% | +97.7% | +85.8% |
| 3Y | +404.5% | -5.1% | +409.6% | +384.6% |
| All | +280.2% | -11.0% | +291.2% | +243.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling