+588.4%
TEN vs SPY
+72.1%
+516.3%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +5.5% | +2.6% | +2.9% | +4.1% |
| 30D | -11.9% | -2.0% | -9.9% | -11.0% |
| 3M | +16.0% | -2.8% | +18.8% | +17.7% |
| 6M | +13.6% | +2.1% | +11.4% | +12.1% |
| YTD | +116.6% | +11.5% | +105.1% | +103.8% |
| 1Y | +91.1% | +13.5% | +77.6% | +78.0% |
| 3Y | +148.3% | +77.7% | +70.6% | +84.4% |
| All | +588.4% | +72.1% | +516.3% | +440.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling