+165.7%
TEN vs SPY
+318.9%
-153.1%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.3% |
| 7D | +3.3% | -2.0% | +5.3% | +4.9% |
| 30D | +17.0% | -1.7% | +18.6% | +18.4% |
| 3M | +23.5% | +4.7% | +18.8% | +18.9% |
| 6M | +21.5% | +12.5% | +9.0% | +10.4% |
| YTD | +104.6% | +11.7% | +92.9% | +86.9% |
| 1Y | +113.3% | +17.5% | +95.8% | +86.8% |
| 3Y | +164.1% | +76.6% | +87.5% | +65.2% |
| 5Y | +585.4% | +82.0% | +503.4% | +309.4% |
| All | +165.7% | +318.9% | -153.1% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SPY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling