+14,609.5%
TSM vs WYNN
+1,203.4%
+13,406.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.3% |
| 7D | +4.8% | -1.4% | +6.2% | +5.2% |
| 30D | +4.0% | -11.8% | +15.8% | +7.3% |
| 3M | +2.0% | -15.8% | +17.8% | +6.4% |
| 6M | +25.5% | -10.7% | +36.2% | +28.9% |
| YTD | +44.0% | -24.5% | +68.5% | +54.0% |
| 1Y | +75.4% | -25.0% | +100.5% | +86.7% |
| 3Y | +406.7% | -1.8% | +408.5% | +394.2% |
| 5Y | +285.0% | -10.0% | +295.0% | +269.9% |
| 10Y | +1,815.4% | +3.2% | +1,812.2% | +1,453.3% |
| All | +14,609.5% | +1,203.4% | +13,406.1% | +5,437.8% |
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