+1,165.9%
WYNN vs TDY
+4,064.1%
-2,898.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.6% |
| 7D | -4.2% | -1.1% | -3.1% | -3.5% |
| 30D | -14.6% | -12.0% | -2.6% | -7.5% |
| 3M | -18.4% | -3.2% | -15.2% | -17.3% |
| 6M | -11.9% | -7.9% | -4.0% | -8.4% |
| YTD | -26.6% | +18.2% | -44.8% | -35.4% |
| 1Y | -28.5% | +6.7% | -35.2% | -33.2% |
| 3Y | -5.1% | +47.5% | -52.7% | -29.7% |
| 5Y | -10.5% | +39.5% | -50.0% | -31.6% |
| 10Y | +0.3% | +477.2% | -476.9% | -66.9% |
| All | +1,165.9% | +4,064.1% | -2,898.2% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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