-5.1%
WYNN vs TCOM
-9.8%
+4.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | -4.2% | -4.9% | +0.7% | -1.8% |
| 30D | -14.6% | -14.4% | -0.2% | -7.9% |
| 3M | -18.4% | -17.7% | -0.7% | -11.1% |
| 6M | -11.9% | -25.1% | +13.2% | +0.6% |
| YTD | -26.6% | -45.7% | +19.2% | -3.2% |
| 1Y | -28.5% | -47.9% | +19.3% | -3.9% |
| 3Y | -5.1% | +8.9% | -14.1% | -21.1% |
| 5Y | -10.5% | +26.9% | -37.3% | -38.8% |
| All | -5.1% | -9.8% | +4.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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