+98.6%
TYL vs WYNN
+1.1%
+97.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -7.5% | -4.2% | -3.3% | -6.9% |
| 30D | +6.0% | -14.6% | +20.6% | +8.6% |
| 3M | +13.9% | -18.4% | +32.3% | +17.6% |
| 6M | -3.3% | -11.9% | +8.6% | -1.7% |
| YTD | -25.8% | -26.6% | +0.8% | -22.2% |
| 1Y | -39.2% | -28.5% | -10.7% | -36.3% |
| 3Y | -13.2% | -5.1% | -8.0% | -14.7% |
| 5Y | -28.6% | -10.5% | -18.1% | -31.7% |
| All | +98.6% | +1.1% | +97.5% | +71.6% |
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 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