+1,202.4%
WYNN vs TAP
+96.1%
+1,106.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.2% | -1.7% |
| 7D | -1.4% | -5.1% | +3.7% | +0.9% |
| 30D | -11.8% | -8.4% | -3.3% | -8.3% |
| 3M | -15.8% | -3.9% | -11.9% | -14.9% |
| 6M | -10.7% | -14.4% | +3.7% | -5.2% |
| YTD | -24.5% | -14.7% | -9.7% | -20.0% |
| 1Y | -25.0% | -18.7% | -6.4% | -19.2% |
| 3Y | -1.8% | -32.6% | +30.9% | +13.4% |
| 5Y | -10.0% | -1.4% | -8.6% | -15.6% |
| 10Y | +3.2% | -50.4% | +53.5% | +23.2% |
| All | +1,202.4% | +96.1% | +1,106.3% | +754.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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