-99.9%
TENX vs SPY
+82.3%
-182.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.0% |
| 7D | -4.1% | -0.8% | -3.4% | -3.8% |
| 30D | +8.1% | -1.1% | +9.2% | +8.7% |
| 3M | -82.7% | +3.9% | -86.5% | -82.9% |
| 6M | -87.3% | +13.6% | -100.9% | -88.0% |
| YTD | -84.7% | +12.7% | -97.4% | -85.5% |
| 1Y | -69.7% | +17.5% | -87.2% | -71.7% |
| 3Y | -91.8% | +76.9% | -168.7% | -93.3% |
| All | -99.9% | +82.3% | -182.2% | -99.9% |
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