+352.2%
WYNN vs TMF
-69.4%
+421.6%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.5% |
| 7D | -1.4% | -0.9% | -0.5% | -1.6% |
| 30D | -11.8% | -1.0% | -10.8% | -11.9% |
| 3M | -15.8% | -11.3% | -4.5% | -17.7% |
| 6M | -10.7% | -22.7% | +12.0% | -15.1% |
| YTD | -24.5% | -17.3% | -7.1% | -27.1% |
| 1Y | -25.0% | -22.5% | -2.6% | -28.5% |
| 3Y | -1.8% | -43.2% | +41.5% | -10.0% |
| 5Y | -10.0% | -88.3% | +78.3% | -41.9% |
| 10Y | +3.2% | -86.0% | +89.2% | -20.6% |
| All | +352.2% | -69.4% | +421.6% | +479.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling