-100.0%
TNXP vs SPY
+322.5%
-422.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -4.0% |
| 7D | -9.7% | -0.8% | -8.9% | -9.1% |
| 30D | -0.8% | -1.1% | +0.2% | 0.0% |
| 3M | +11.5% | +3.9% | +7.6% | +8.3% |
| 6M | -15.1% | +13.6% | -28.7% | -22.4% |
| YTD | -24.0% | +12.7% | -36.7% | -30.0% |
| 1Y | -62.0% | +17.5% | -79.5% | -65.9% |
| 3Y | -99.6% | +76.9% | -176.5% | -99.7% |
| 5Y | -100.0% | +83.6% | -183.6% | -100.0% |
| All | -100.0% | +322.5% | -422.5% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling