-27.3%
TYL vs WYNN
-11.0%
-16.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.0% |
| 7D | -8.6% | -1.4% | -7.2% | -8.3% |
| 30D | +7.5% | -11.8% | +19.3% | +10.7% |
| 3M | +10.9% | -15.8% | +26.7% | +15.4% |
| 6M | -6.7% | -10.7% | +4.0% | -4.6% |
| YTD | -24.5% | -24.5% | 0.0% | -19.5% |
| 1Y | -38.6% | -25.0% | -13.6% | -35.0% |
| 3Y | -12.6% | -1.8% | -10.9% | -16.6% |
| All | -27.3% | -11.0% | -16.3% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling