-9.8%
WYNN vs TMF
-88.5%
+78.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -2.1% |
| 7D | -3.4% | -4.8% | +1.3% | -3.5% |
| 30D | -15.4% | -4.9% | -10.5% | -15.5% |
| 3M | -15.8% | -13.4% | -2.4% | -16.0% |
| 6M | -13.5% | -23.0% | +9.6% | -14.0% |
| YTD | -26.0% | -20.2% | -5.8% | -26.3% |
| 1Y | -27.4% | -26.5% | -0.9% | -27.9% |
| 3Y | -3.7% | -45.2% | +41.4% | -5.6% |
| 5Y | -9.8% | -88.4% | +78.7% | -35.0% |
| All | -9.8% | -88.5% | +78.8% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling