-4.3%
WYNN vs TMF
-44.0%
+39.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.8% |
| 7D | -3.4% | -4.8% | +1.3% | -3.1% |
| 30D | -15.4% | -4.9% | -10.5% | -15.2% |
| 3M | -15.8% | -13.4% | -2.4% | -15.1% |
| 6M | -13.5% | -23.0% | +9.6% | -12.3% |
| YTD | -26.0% | -20.2% | -5.8% | -25.1% |
| 1Y | -27.4% | -26.5% | -0.9% | -26.3% |
| All | -4.3% | -44.0% | +39.7% | -3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling