+7,544.4%
TYL vs WYNN
+1,232.2%
+6,312.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.7% | -5.2% | -4.6% |
| 7D | -7.6% | +1.8% | -9.4% | -7.9% |
| 30D | +11.3% | -9.8% | +21.2% | +13.3% |
| 3M | +14.5% | -11.8% | +26.3% | +16.9% |
| 6M | -7.1% | -8.8% | +1.6% | -6.0% |
| YTD | -23.4% | -22.8% | -0.6% | -20.0% |
| 1Y | -38.6% | -24.1% | -14.4% | -36.0% |
| 3Y | -11.3% | +0.4% | -11.7% | -13.8% |
| 5Y | -28.0% | -8.7% | -19.3% | -30.8% |
| 10Y | +104.9% | +8.3% | +96.5% | +70.9% |
| All | +7,544.4% | +1,232.2% | +6,312.2% | +4,537.9% |
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