-9.9%
TYL vs WYNN
-32.5%
+22.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.1% | -1.4% | +2.7% |
| 7D | +17.3% | +15.4% | +1.9% | +12.0% |
| 30D | +28.9% | +6.8% | +22.1% | +25.9% |
| 3M | +35.1% | -15.4% | +50.5% | +40.4% |
| 6M | +29.3% | -20.0% | +49.3% | +36.6% |
| YTD | -6.8% | -31.0% | +24.3% | +1.8% |
| 1Y | -9.9% | -31.5% | +21.6% | -1.8% |
| All | -9.9% | -32.5% | +22.6% | -1.8% |
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