+570.0%
TLN vs WYNN
-6.7%
+576.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.0% | -0.5% | -2.1% |
| 7D | +2.0% | -3.4% | +5.4% | +2.8% |
| 30D | -12.9% | -15.4% | +2.5% | -9.6% |
| 3M | -7.4% | -15.8% | +8.4% | -4.0% |
| 6M | -6.0% | -13.5% | +7.4% | -3.2% |
| YTD | -16.9% | -26.0% | +9.1% | -11.7% |
| 1Y | -22.6% | -27.4% | +4.8% | -17.7% |
| 3Y | +469.0% | -3.7% | +472.7% | +431.3% |
| All | +570.0% | -6.7% | +576.7% | +547.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling