-17.3%
TLN vs WYNN
-32.5%
+15.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +6.1% | -14.6% | -10.0% |
| 7D | -6.0% | +15.4% | -21.4% | -10.1% |
| 30D | -1.5% | +6.8% | -8.3% | -3.4% |
| 3M | -3.9% | -15.4% | +11.5% | +2.8% |
| 6M | -15.0% | -20.0% | +4.9% | -7.7% |
| YTD | -12.8% | -31.0% | +18.2% | +1.6% |
| 1Y | -17.3% | -31.5% | +14.1% | -4.6% |
| All | -17.3% | -32.5% | +15.1% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling