-5.1%
WYNN vs TMF
-86.4%
+81.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -4.2% | -5.1% | +0.9% | -4.8% |
| 30D | -14.6% | -4.6% | -10.0% | -15.1% |
| 3M | -18.4% | -16.6% | -1.8% | -20.2% |
| 6M | -11.9% | -19.9% | +8.0% | -14.3% |
| YTD | -26.6% | -20.2% | -6.4% | -28.6% |
| 1Y | -28.5% | -27.7% | -0.8% | -31.3% |
| 3Y | -5.1% | -43.9% | +38.8% | -10.7% |
| 5Y | -10.5% | -88.4% | +77.9% | -38.6% |
| All | -5.1% | -86.4% | +81.3% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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