+191.1%
TRI vs WYNN
+1.1%
+189.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +1.8% |
| 7D | -7.9% | -4.2% | -3.7% | -7.4% |
| 30D | -4.5% | -14.6% | +10.1% | -2.8% |
| 3M | +22.1% | -18.4% | +40.5% | +24.8% |
| 6M | -2.8% | -11.9% | +9.1% | -1.6% |
| YTD | -23.4% | -26.6% | +3.2% | -20.9% |
| 1Y | -41.5% | -28.5% | -13.0% | -39.6% |
| 3Y | -19.2% | -5.1% | -14.1% | -20.5% |
| 5Y | -9.4% | -10.5% | +1.1% | -12.4% |
| All | +191.1% | +1.1% | +189.9% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling