-100.0%
TNXP vs SPY
+79.8%
-179.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.5% |
| 7D | -8.2% | -2.0% | -6.2% | -5.8% |
| 30D | -0.5% | -1.7% | +1.2% | +1.7% |
| 3M | +12.0% | +4.7% | +7.3% | +5.6% |
| 6M | -13.3% | +12.5% | -25.8% | -24.5% |
| YTD | -21.4% | +11.7% | -33.1% | -30.8% |
| 1Y | -54.5% | +17.5% | -72.0% | -62.1% |
| 3Y | -99.6% | +76.6% | -176.1% | -99.8% |
| 5Y | -100.0% | +82.0% | -182.0% | -100.0% |
| All | -100.0% | +79.8% | -179.8% | -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 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