+263.2%
TEN vs SPY
+941.3%
-678.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.4% | +1.4% |
| 7D | +2.9% | +0.1% | +2.8% | +2.8% |
| 30D | +15.1% | +0.1% | +15.0% | +15.0% |
| 3M | +23.2% | +2.0% | +21.2% | +20.7% |
| 6M | +24.8% | +13.0% | +11.8% | +11.9% |
| YTD | +100.2% | +13.5% | +86.6% | +78.8% |
| 1Y | +109.4% | +20.0% | +89.4% | +78.0% |
| 3Y | +151.3% | +77.2% | +74.1% | +50.8% |
| 5Y | +554.9% | +81.9% | +473.1% | +272.9% |
| 10Y | +162.6% | +314.1% | -151.5% | -28.8% |
| All | +263.2% | +941.3% | -678.2% | -51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling