-100.0%
TENX vs SPY
+3,023.1%
-3,123.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | +10.0% | +0.5% | +9.5% | +9.8% |
| 30D | -85.3% | -0.9% | -84.3% | -85.2% |
| 3M | -81.2% | +3.9% | -85.1% | -81.5% |
| 6M | -81.5% | +14.5% | -96.0% | -82.3% |
| YTD | -83.8% | +12.9% | -96.7% | -84.4% |
| 1Y | -67.2% | +19.4% | -86.6% | -69.2% |
| 3Y | -91.8% | +78.5% | -170.3% | -93.4% |
| 5Y | -99.9% | +81.8% | -181.7% | -99.9% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +3,023.1% | -3,123.1% | -100.0% |
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